Take a photo of a barcode or cover
Read With Others
Book Information
28 pages • paperback • 36 editions
ISBN/UID: 9781288711604
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 06 Feb 2013
Description
This paper reviews a variety of backtests that examine the adequacy of Value-at-Risk (VaR) measures. These backtesting procedures are reviewed from both a statistical and risk management perspective. The properties of unconditional coverage and in...
Community Reviews
Content Warnings
28 pages • paperback
ISBN/UID: 9781288711604
Format: Paperback
Language: English
Publisher: Bibliogov
Edition Pub Date: 06 Feb 2013
Description
This paper reviews a variety of backtests that examine the adequacy of Value-at-Risk (VaR) measures. These backtesting procedures are reviewed from both a statistical and risk management perspective. The properties of unconditional coverage and in...
Community Reviews
Content Warnings