A review of backtesting for value at risk

By Yuanyuan Zhang, Saralees Nadarajah. 2018

49 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/1d4b6aaa0b511ab2f6f2e4e640061a60ecbf3688