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73 (1)

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Gouveia, Ricardo João da Silva (1)

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Backtesting (1)
C Mathematical and quantitative methods (1)
C58 (1)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão (1)
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Repository: 73 Subject: Backtesting Subject: C58

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Title: Saddle-point approach: backtesting VaR models in the presence of extreme losses
Author: Gouveia, Ricardo João da Silva
Language: Inglés
Repository: 73
Subject: Backtesting / Value-at-risk / Time series / Risk management / Gestão do risco / Modelos de risco / Séries temporais / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C58 / G32 / C Mathematical and quantitative methods / G Financial economics

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