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Estimation risk effects on backtesting for parametric value-at-risk models

J. C. Escanciano and Jose Olmo

Working Papers from Department of Economics, City University London

Date: 2007
New Economics Papers: this item is included in nep-ban, nep-ecm, nep-fmk and nep-rmg
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Citations: View citations in EconPapers (8)

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