Indiana University

Search

Showing 1 out of a total of 1 results for community: College of Arts and Sciences. (0.014 seconds)

Now showing items 1-1 of 1

1

Sort Options:
Results Per Page:
- 5
- 10
- 20
- 40
- 60
- 80
- 100

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)

Now showing items 1-1 of 1

1

Sort Options:
Results Per Page:
- 5
- 10
- 20
- 40
- 60
- 80
- 100

Browse

All of IUScholarWorks
This Community

My Account

Discover

Author
- Escanciano, Juan Carlos (1)
- Olmo, Jose (1)
Subject
- Backtesting (1)
- Basel Accord (1)
- CAEPR (1)
- Center for Applied Economics and Policy Research (1)
- Conditional Quantile (1)
- Model Risk (1)
- Risk Management (1)
- Value at Risk (1)
- ... View More
Date Issued
- 2008 (1)