Backtesting Value at Risk Accuracy : A New Simple Test - Archive ouverte HAL
Conference Papers Year : 2006

Backtesting Value at Risk Accuracy : A New Simple Test

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Dates and versions

halshs-00257465 , version 1 (19-02-2008)

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  • HAL Id : halshs-00257465 , version 1

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Christophe Hurlin, Sessi Tokpavi. Backtesting Value at Risk Accuracy : A New Simple Test. 55ème Congrès de l'AFSE, Sep 2006, Paris, France. ⟨halshs-00257465⟩
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