Quality control of risk measures: backtesting VAR models

2007 ◽  
Vol 9 (2) ◽  
pp. 39-54 ◽  
Author(s):  
Victor de la Pena ◽  
Ricardo Rivera ◽  
Jesus Ruiz-Mata
2003 ◽  
Vol 118 (3) ◽  
pp. 193-196 ◽  
Author(s):  
Jeffrey W McKenna ◽  
Terry F Pechacek ◽  
Donna F Stroup

1971 ◽  
Vol 127 (1) ◽  
pp. 101-105 ◽  
Author(s):  
L. L. Weed

2009 ◽  
Author(s):  
Morris Goldsmith ◽  
Larry L. Jacoby ◽  
Vered Halamish ◽  
Christopher N. Wahlheim

1956 ◽  
Vol 27 (106) ◽  
pp. 89
Author(s):  
N.R. Bedford
Keyword(s):  

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