Conference Papers
Year : 2006
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https://shs.hal.science/halshs-00257515
Submitted on : Tuesday, February 19, 2008-3:37:38 PM
Last modification on : Monday, May 15, 2023-2:18:04 PM
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Christophe Hurlin, Sessi Tokpavi. Backtesting Value at Risk Accuracy : A New Simple Test. 5èmes Journées d'économétrie "Développements récents d' l'économétrie appliquée à la finance", Nov 2006, Paris, France. ⟨halshs-00257515⟩
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