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Estimation Risk Effects on Backtesting for Parametric Value-at-Risk Models

Escanciano, Juan Carlos; Olmo, Jose (Center for Applied Economics and Policy Research, 2008-09-04)

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- Escanciano, Juan Carlos (1)
- Olmo, Jose (1)
Subject
- Backtesting (1)
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- Center for Applied Economics and Policy Research (1)
- Conditional Quantile (1)
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Date Issued
- 2008 (1)