A simple and focused backtest of value at risk (Q1667928)
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scientific article; zbMATH DE number 6929909
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple and focused backtest of value at risk |
scientific article; zbMATH DE number 6929909 |
Statements
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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0.8424010872840881
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0.8263205289840698
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0.8153769373893738
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0.8021752238273621
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