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Backtesting value-at-risk based on tail losses

✍ Scribed by Woon K. Wong

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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✍ Candelon, B.; Colletaz, G.; Hurlin, C.; Tokpavi, S. 📂 Article 📅 2010 🏛 Oxford University Press 🌐 English ⚖ 309 KB

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✍ Escanciano, J. Carlos; Olmo, Jose 📂 Article 📅 2010 🏛 American Statistical Association 🌐 English ⚖ 589 KB

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✍ Escanciano, J. C.; Olmo, J. 📂 Article 📅 2010 🏛 Oxford University Press 🌐 English ⚖ 316 KB

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✍ Iorgulescu, Filip 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 361 KB

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✍ Richard Herrmann 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 German ⚖ 632 KB