Tile test for back-testing risk evaluation
نویسندگان
چکیده
Different tilings allow the checking of dynamic and distributional aspects risk estimations with regard to their subtle mean reversion effects
منابع مشابه
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2021
ISSN: ['1469-7696', '1469-7688']
DOI: https://doi.org/10.1080/14697688.2021.1910724