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Backtesting Parametric Value-at-Risk With Estimation Risk:

Escanciano, J. Carlos ; Olmo, Jose
Journal of Business & Economic Statistics. 28 (2010) 1 - p. 36-51 , 2010

Link: https://www.jstor.org/stable/27799113

RT Journal
T1 <Title>Backtesting Parametric Value-at-Risk With Estimation Risk</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-27799113&Exemplar=1&LAN=DE
				
A1 Escanciano, J. Carlos
A1 Olmo, Jose
PB American Statistical Association
YR 2010
SN 0735-0015
K1 Mathematics
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical models
K1 Parametric models
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Analytics
K1 Predictive analytics
K1 Analytical forecasting
K1 Forecasting models
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial management
K1 Financial risk
K1 Inferential statistics
K1 Statistical estimation
K1 Estimation methods
K1 Estimators
K1 Macroeconomics
K1 International economics
K1 International trade
K1 International trade policy
K1 International trade agreements
K1 Basel Accord
K1 Time series models
K1 Behavioral sciences
K1 Psychology
K1 Cognitive psychology
K1 Cognitive processes
K1 Thought processes
K1 Reasoning
K1 Inference
K1 Applied economics
K1 Economic modeling
K1 Economic models
K1 Economic forecasting models
JF Journal of Business & Economic Statistics
VO 28
IS 1
SP 36
OP 51
LK http://dx.doi.org/https://www.jstor.org/stable/27799113
DO https://www.jstor.org/stable/27799113
SF ELIB - SuUB Bremen

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