Escanciano, J. C. and 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 Arts & Social Sciences > Economics > Discussion Paper Series |
| Date available in CRO: | 05 Sep 2012 10:14 |
| Date of first online publication: | 2007 |
| URI: | https://openaccess.city.ac.uk/id/eprint/1472 |
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