Template-type: ReDif-Paper 1.0
Author-Name: Candelon, B.
Author-workplace-name: Macro, International & Labour Economics
Author-Name: Colletaz, G.
Author-Name: Hurlin, C.
Author-Name: Tokpavi, S.
Title: Backtesting value-at-risk : a GMM duration-based test
Series: METEOR Research Memorandum
Creation-Date: 20090101
Number: 062
File-URL: https://cris.maastrichtuniversity.nl/ws/files/48102633/RM09062.pdf
File-Format: application/pdf
File-Size: 450349
Handle: Repec:unm:umamet:2009062
DOI: 10.26481/umamet.2009062