Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Value-at-risk backtesting: Beyond the empirical failure rate."

Theo Berger, Gunnar Moys (2021)

> Home

Details and statistics

DOI: 10.1016/J.ESWA.2021.114893

access: closed

type: Journal Article

metadata version: 2021-06-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/eswa/BergerM21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eswa/BergerM21
Theo Berger, Gunnar Moys:
Value-at-risk backtesting: Beyond the empirical failure rate. Expert Syst. Appl. 177: 114893 (2021)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.