Backtesting VaR and ES under the magnifying glass
- Submitting institution
-
The University of Essex
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 2627
- Type
- D - Journal article
- DOI
-
10.1016/j.irfa.2019.04.005
- Title of journal
- International Review of Financial Analysis
- Article number
- -
- First page
- 22
- Volume
- 64
- Issue
- -
- ISSN
- 1057-5219
- Open access status
- Compliant
- Month of publication
- May
- Year of publication
- 2019
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
B - Finance
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
