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Regression-based expected shortfall backtesting

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Bibliographic Details
Main Authors: Bayer, Sebastian (Author) , Dimitriadis, Timo (Author)
Format: Article (Journal)
Language:English
Published: 2022
In: Journal of financial econometrics
Year: 2022, Volume: 20, Issue: 3, Pages: 437-471
ISSN:1479-8417
DOI:10.1093/jjfinec/nbaa013
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Online Access:Verlag, kostenfrei: https://academic.oup.com/jfec/article-pdf/20/3/437/43974203/nbaa013.pdf
Resolving-System, kostenfrei: https://doi.org/10.1093/jjfinec/nbaa013
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Author Notes:Sebastian Bayer and Timo Dimitriadis
Description
Item Description:Vorab online veröffentlicht am 27. September 2020
Gesehen am 7.8.2023
Physical Description:Online Resource
ISSN:1479-8417
DOI:10.1093/jjfinec/nbaa013

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