"Value-at-risk backtesting: Beyond the empirical failure rate."

Theo Berger, Gunnar Moys (2021)

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DOI: 10.1016/J.ESWA.2021.114893

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type: Journal Article

metadata version: 2024-10-06

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Theo Berger, Gunnar Moys:
Value-at-risk backtesting: Beyond the empirical failure rate. Expert Syst. Appl. 177: 114893 (2021)

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