Backtesting Value at Risk and Expected Shortfall

MLA

Roccioletti, Simona. Backtesting Value At Risk and Expected Shortfall. Springer Fachmedien Wiesbaden, 2016.

APA

Roccioletti, S. (2016). Backtesting Value at Risk and Expected Shortfall. Springer Fachmedien Wiesbaden.

Chicago

Roccioletti, Simona Backtesting Value At Risk and Expected Shortfall. : Springer Fachmedien Wiesbaden, 2016.