A simple and focused backtest of value at risk (Q1667928)

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

    Statements

    title
    A simple and focused backtest of value at risk (English)
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    author
    Dominik Wied
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    Walter Kramer
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    publication date
    31 August 2018
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    zbMATH Keywords
    backtesting
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    power
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    value at risk
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    Identifiers

    zbMATH DE Number
    6929909
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    OpenAlex ID
    W1782262690
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