"Value-at-Risk Backtesting Procedures Based on Loss Functions: Simulation ..."

Krzysztof Piontek (2012)

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DOI: 10.1007/978-3-319-01595-8_30

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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Krzysztof Piontek:
Value-at-Risk Backtesting Procedures Based on Loss Functions: Simulation Analysis of the Power of Tests. GfKl 2012: 273-281

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