Measuring Predictive Accuracy of Value‐at‐Risk Models: Issues, Paradigms, and Directions

Leo M. Tilman and Pavel Brusilovskiy

Journal of Risk Finance, 2001, vol. 2, issue 3, 83-91

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Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb043469

DOI: 10.1108/eb043469

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