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A Breakthrough Idea in Risk Measure Validation – Is the Way Paved for an Effective Expected Shortfall Backtest?

Bugár, Gyöngyi (2019) A Breakthrough Idea in Risk Measure Validation – Is the Way Paved for an Effective Expected Shortfall Backtest? FINANCIAL AND ECONOMIC REVIEW, 18 (4). pp. 130-145. ISSN 2415-9271

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Item Type: Article
Subjects: H Social Sciences / társadalomtudományok > HB Economic Theory / közgazdaságtudomány
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 31 Jan 2020 17:26
Last Modified: 31 Jan 2020 17:26
URI: http://real.mtak.hu/id/eprint/105942

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