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Details about Pei Pei

Workplace:Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE), (more information at EDIRC)

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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Working Papers

2018

  1. Credit Risk and Fiscal Inflation
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Pitfalls in Backtesting Historical Simulation VaR Models
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads View citations (6)
    See also Journal Article in Journal of Banking & Finance (2012)

2010

  1. 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 Downloads

Journal Articles

2012

  1. Pitfalls in backtesting Historical Simulation VaR models
    Journal of Banking & Finance, 2012, 36, (8), 2233-2244 Downloads View citations (18)
    See also Working Paper (2012)
 
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