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The Analysis of Power For Some Chosen VaR Backtesting Procedures: Simulation Approach

  • Piontek K
DOI: 10.1007/978-3-642-01044-6_44
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Piontek, K. (2009). The Analysis of Power For Some Chosen VaR Backtesting Procedures: Simulation Approach (pp. 481–490). https://doi.org/10.1007/978-3-642-01044-6_44

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