Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1

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Date: 2015-09-13 15:04:00		Backtesting Trading Book Models Using Estimates of VaR, Expected Shortfall and Realized p-Values Alexander J. McNeil1 1 Add to Reading List Source URL: www.ccfz.ch Download Document from Source Website File Size: 372,55 KB Share Document on Facebook