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1. Précisions importantes sur le backtesting comparatif de la VaR

   Author: Hassani, Samir Saissi

   Published: [2022]

   Publisher:  [Canada Research Chair in Risk Management], [Montréal]

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   Verlag (kostenfrei) Verlag (kostenfrei)

   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Location:

   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Signature:

   VS 631

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   No inter-library loan

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   Source:	Union catalogues
   Language:	French
   Media type:	Book
   Format:	Online
   Series:	[Working papers] / [Canada Research Chair in Risk Management] ; [21, 5]
   Subjects:	Value at Risk; market risk; Basel settlements; standard backtesting; comparative backtesting; score functions; unconditional coverage; conditional coverage
   Scope:	1 Online-Ressource (circa 50 Seiten), Illustrationen