Bactesting Var Accuracy: A New Simple Test

Christophe Hurlin and Sessi Tokpavi (sessi.tokpavi@univ-orleans.fr)
Additional contact information
Sessi Tokpavi: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Keywords: Bactesting; Var; Accuracy; New; Simple; Test (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations:

Published in Journal of Risk, 2006, n°9 (n°2), pp. 19-37

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Backtesting VaR Accuracy: A New Simple Test (2006)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00257323

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD (hal@ccsd.cnrs.fr).