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Journal articles Journal of Risk Year : 2007

Backtesting Value-at-Risk Accuracy: A New Simple Test

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halshs-00357066, version 1 (29-01-2009)

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  • HAL Id : halshs-00357066 , version 1

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Christophe Hurlin, Sessi Tokpavi. Backtesting Value-at-Risk Accuracy: A New Simple Test. Journal of Risk, 2007, n° 9 (n° 2), pp. 19-37. ⟨halshs-00357066⟩
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