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73
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Gouveia, Ricardo João da Silva
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Backtesting
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C Mathematical and quantitative methods
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Year:
2019
Subject:
Backtesting
Subject:
C58
Repository:
73
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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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