LUP Statistics

Record

Title

Backtesting Expected Shortfall A comparative empirical evaluation of different backtests

Type

Student Paper

Publ. year

2020

Author/s

Johansson, Jesper; Fredriksson, Viktor

Department/s

Department of Economics

In LUP since

2020-08-29

Total	This Year	This Month
2325	312	1

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