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机译:评估风险价值预测的准确性:新的多级测试
Department of Economics, Statistics and Finance, Universita della Calabria, Italy;
Department of Management, Economics and Quantitative Methods, Universita di Bergamo, Italy;
Centre for Econometric Analysis, Faculty of Finance, Cass Business School, City University London, 106 Bunhill Row, EC1Y 8TZ, London, UK,Department of Management, Economics and Quantitative Methods, Universita di Bergamo, Italy;
Risk management; Value-at-risk; Backtesting; Conditional and unconditional coverage tests; Monte Carlo;
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机译:评估风险价值预测的准确性:新的多级测试
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