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Year : 2008
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https://shs.hal.science/halshs-00364797
Submitted on : Friday, February 27, 2009-12:02:27 PM
Last modification on : Monday, May 15, 2023-2:18:04 PM
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- HAL Id : halshs-00364797 , version 1
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Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi. Backtesting Value-at-Risk: A GMM Duration-Based Test. 2008. ⟨halshs-00364797⟩
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