Extending the Limits of Backtesting via the ‘Vanishing p’‐Approach
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Publication:5237535
DOI10.1111/jtsa.12450zbMath1499.62378OpenAlexW2913765262MaRDI QIDQ5237535
Publication date: 18 October 2019
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12450
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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