Details about Pei Pei
Access statistics for papers by Pei Pei.
Last updated 2012-11-05. Update your information in the RePEc Author Service.
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- Credit Risk and Fiscal Inflation
MPRA Paper, University Library of Munich, Germany
- 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 (6)
See also Journal Article in Journal of Banking & Finance (2012)
- 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
- Pitfalls in backtesting Historical Simulation VaR models
Journal of Banking & Finance, 2012, 36, (8), 2233-2244 View citations (18)
See also Working Paper (2012)