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

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

ISSN: 1057-5219

Year of publication: 2020

Volume: 70

Type: Article

DOI: 10.1016/J.IRFA.2017.11.007 GOOGLE SCHOLAR

Sustainable development goals