Un test de Validité de la Value-at-risk

Christophe Hurlin and Sessi Tokpavi ()
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Sessi Tokpavi: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique

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Keywords: Test; Validité; Value-at-Risk (search for similar items in EconPapers)
Date: 2007
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Published in Revue Economique, 2007, n°58 (n°3), pp. 599-608

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Journal Article: Un test de validité de la Value at Risk (2007)
Working Paper: Un Test de Validité de la Value-at-Risk (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00272963

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