Multinomial VaR Backtests
Yen H. Lok
Acknowledgement: Alexander J. McNeil, Michael Gordy and Marie Kratz.
Heriot Watt University
12 Jan 2017
Multinomial VaR Backtests
Yen H. Lok
Acknowledgement: Alexander J. McNeil, Michael Gordy and Marie Kratz.
Heriot Watt University
12 Jan 2017