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Multinomial VAR Backtests: A Simple Implicit Approach to Backtesting Expected Shortfall
| Content Provider | Scilit |
|---|---|
| Author | Kratz, Marie Lok, Yen H. |
| Copyright Year | 2016 |
| Description | Journal: SSRN Electronic Journal |
| Related Links | http://arxiv.org/pdf/1611.04851 |
| ISSN | 10914358 |
| e-ISSN | 15565068 |
| DOI | 10.2139/ssrn.2898688 |
| Journal | SSRN Electronic Journal |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2016-01-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: SSRN Electronic Journal Religion and Religious Studies |
| Content Type | Text |
| Resource Type | Article |
| Subject | Public Health, Environmental and Occupational Health Psychiatry and Mental Health |