Marta Malecka
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Person:2093054
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic properties of duration-based VaR backtests Statistics & Risk Modeling | 2022-11-04 | Paper |
| Testing VaR under Basel III with application to no-failure setting Contemporary Trends and Challenges in Finance | 2019-10-25 | Paper |
Research outcomes over time
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