A review of backtesting for value at risk (Q5160284)
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scientific article; zbMATH DE number 7416468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A review of backtesting for value at risk |
scientific article; zbMATH DE number 7416468 |
Statements
A review of backtesting for value at risk (English)
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28 October 2021
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coverage
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likelihood ratio
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violation
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