Backtesting VaR and expectiles with realized scores
Crossref DOI link: https://doi.org/10.1007/s10260-018-00434-w
Published Online: 2018-08-13
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bellini, Fabio
Negri, Ilia http://orcid.org/0000-0002-8630-2362
Pyatkova, Mariya
Text and Data Mining valid from 2018-08-13
Article History
Accepted: 5 August 2018
First Online: 13 August 2018