Robust Backtesting Tests for Value-at-Risk models
Congress:
Far Eastern and South Asian Meetings of the Econometric Society
Participation type:
Comunicación oral
Other authors:
Juan Carlos Escanciano y Jose Olmo
Year:
2009
Location:
Tokio
Publication:
Juan Carlos Escanciano y Jose Olmo. Robust Backtesting Tests for Value-at-Risk models . En: Far Eastern and South Asian Meetings of the Econometric Society. Tokio: , 2009