Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall

  1. Del Brio, E.B.
  2. Mora-Valencia, A.
  3. Perote, J.
Revista:
International Review of Financial Analysis

ISSN: 1057-5219

Any de publicació: 2020

Volum: 70

Tipus: Article

DOI: 10.1016/J.IRFA.2017.11.007 GOOGLE SCHOLAR

Objectius de Desenvolupament Sostenible