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