Backtesting Value-at-Risk: A Generalized Markov Framework
Research output: Working paper › Research
| Original language | English |
|---|---|
| Number of pages | 28 |
| Publication status | Published - 2015 |
| Series | University of Copenhagen. Institute of Economics. Discussion Papers (Online) |
|---|---|
| Number | 18 |
| Volume | 2015 |
| ISSN | 1601-2461 |
Links
- https://www.economics.ku.dk/research/publications/wp/dp_2015/1518.pdf
Final published version
ID: 150341121