Backtesting Value-at-Risk: A Generalized Markov Framework
Publikation: Working paper › Forskning
| Originalsprog | Engelsk |
|---|---|
| Antal sider | 28 |
| Status | Udgivet - 2015 |
| Navn | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Nummer | 18 |
| Vol/bind | 2015 |
| ISSN | 1601-2461 |
Bibliografisk note
JEL Classification: C12, C15, C52, C32.
Links
- https://www.economics.ku.dk/research/publications/wp/dp_2015/1518.pdf
Forlagets udgivne version
ID: 150341121