Escanciano, J. C. & Olmo, J. (2007). Estimation risk effects on backtesting for parametric value-at-risk models (07/11). London, UK: Department of Economics, City University London.
| Publication Type: | Monograph (Discussion Paper) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Departments: | School of Policy & Global Affairs > Economics > Discussion Paper Series |
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Official URL: http://www.city.ac.uk/social-sciences/economics/re...
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