Conference Papers
Year : 2008
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https://shs.hal.science/halshs-00363168
Submitted on : Friday, February 20, 2009-3:14:23 PM
Last modification on : Monday, May 15, 2023-2:18:04 PM
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Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi. Backtesting Value-at-Risk : A GMM Duration-based Test. 5èmes Journées d'économétrie "Développements Récents de l'Econométrie Appliquée à la Finance", Nov 2008, Paris X - Nanterre, France. ⟨halshs-00363168⟩
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