Regression-Based Expected Shortfall Backtesting

DOI10.1093/JJFINEC/NBAA013MaRDI QIDQ137280FDO

Authors Sebastian Bayer, Timo Dimitriadis

Publication date 27 September 2020

Published in Journal of Financial Econometrics (Search for Journal in Brave)

Cited in

(1)

• esback

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