Details about Pei Pei
Access statistics for papers by Pei Pei.
Last updated 2012-11-05. Update your information in the RePEc Author Service.
Short-id: ppe577
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Journal Articles
Working Papers
2018
- Credit Risk and Fiscal Inflation
MPRA Paper, University Library of Munich, Germany
View citations (1)
2012
- Pitfalls in Backtesting Historical Simulation VaR Models
CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
View citations (21)
See also Journal Article Pitfalls in backtesting Historical Simulation VaR models, Journal of Banking & Finance, Elsevier (2012)
View citations (21) (2012)
2010
- Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights
CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
Journal Articles
2012
- Pitfalls in backtesting Historical Simulation VaR models
Journal of Banking & Finance, 2012, 36, (8), 2233-2244
View citations (21)
See also Working Paper Pitfalls in Backtesting Historical Simulation VaR Models, CAEPR Working Papers (2012)
View citations (21) (2012)