Title of article :
The hidden dangers of historical simulation
Author/Authors :
Matthew Pritsker، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
22
From page :
561
To page :
582
Keywords :
Value-at-Risk , Backtest , Historical simulation
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193835
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193835
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