Search results with tag "Backtesting value at risk models"

Backtesting Value-at-Risk Models - univ-orleans.fr

Introduction Backtesting Principles Testing strategies Recommandations Backtesting Value-at-Risk Models Christophe Hurlin University of OrlØans SØminaire Validation des ModŁles Financiers. 29 Avril 2013

  Introduction, Model, Risks, Value, Backtesting, Backtesting value at risk models