Backtesting Value-at-Risk Accuracy: A New Simple Test
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Economics and Finance
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Colette Gedoux : Connect in order to contact the contributor
https://shs.hal.science/halshs-00357066
Submitted on: Thursday, January 29, 2009 at 2:19:43 PM
Last modification on: Monday, May 15, 2023 at 2:18:04 PM