Backtesting VaR under the COVID-19 sudden changes in volatility
Authors:
- 18 March 2021
- journal article
- research article
- Published by Elsevier in Finance Research Letters
- Vol. 43, 102024
Abstract
No abstract availableKeywords
Funding Information
- Ministerio de Economía y Competitividad (ECO2017-87069-P)
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