Regression-Based Expected Shortfall Backtesting

DOI10.1093/JJFINEC/NBAA013MaRDI QIDQ137280FDOQ137280

Authors: Sebastian Bayer, Timo Dimitriadis 

Publication date: 27 September 2020

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

Cited In (1)

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