Conference Papers
Year : 2006
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https://shs.hal.science/halshs-00257524
Submitted on : Tuesday, February 19, 2008-3:42:02 PM
Last modification on : Monday, May 15, 2023-2:18:04 PM
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- HAL Id : halshs-00257524 , version 1
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Christophe Hurlin, Sessi Tokpavi. Backtesting Value at Risk Accuracy : A New Simple Test. Colloque de l'Association d'Econométrie Appliquée "Taux de change et économétrie du risque", Oct 2006, Athènes, Greece. ⟨halshs-00257524⟩
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