A simple and focused backtest of value at risk (Q1667928): Difference between revisions

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Revision as of 15:23, 19 March 2024

scientific article
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A simple and focused backtest of value at risk
scientific article

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    A simple and focused backtest of value at risk (English)
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    31 August 2018
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    backtesting
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    power
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    value at risk
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