Department of Economics and Business Economics

The Geometric-VaR Backtesting Method

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Dennis Pelletier, North Carolina State University, United States
  • Wei Wei
Original languageEnglish
JournalJournal of Financial Econometrics
Volume14
Issue4
Pages (from-to)725-745
Number of pages21
ISSN1479-8409
DOIs
Publication statusPublished - 2016

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