A Simple Traffic Light Approach to Backtesting Expected Shortfall

Author: Costanzino Nick   Curran Michael  

Publisher: MDPI

E-ISSN: 2227-9091|6|1|2-2

ISSN: 2227-9091

Source: Risks, Vol.6, Iss.1, 2018-01, pp. : 2-2

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Abstract