Evaluation of backtesting techniques on risk models with different horizons

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Bibliographic Details
Published in:Journal of risk model validation 2021
Main Authors: Kontaxis, Grigorios, Tsolas, Ioannis
Format: Article
Language:English
Online Access:Get full text
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ISSN:1753-9579
1753-9579
DOI:10.21314/JRMV.2021.011