Sensitivity Analysis of Two-Step Multinomial Backtests for Evaluating Value-at-Risk
Objective: Nowadays, the measurement of the risk of the marketplace has a significant effect on investments; however, the inadequate evaluation of this risk will cause a financial crisis and possible bankruptcy. One of the typical approaches to measure this risk is the probability-based risk measure...
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| Hauptverfasser: | , |
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| Format: | Artigo |
| Sprache: | Persa |
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University of Tehran
2022-02-01
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| Schriftenreihe: | تحقیقات مالی |
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| Online-Zugang: | https://jfr.ut.ac.ir/article_86303_0483caf7aa3744997d9aedde03ad21be.pdf |
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