Output details
18 - Economics and Econometrics
University of Southampton
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Output 0 of 0 in the submission
Article title
Backtesting parametric value-at-risk with estimation risk
Type
D - Journal article
Title of journal
Journal of Business and Economic Statistics
Article number
-
Volume number
28
Issue number
1
First page of article
36
ISSN of journal
0735-0015
Year of publication
2010
Number of additional authors
1
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Citation count
9
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-