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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Official URL: https://doi.org/10.33893/FER.18.4.130145
Item Type: | Article |
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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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