Pei, Pei

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

39 South College Road
Beijing
China

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Pitfalls in Backtesting Historical Simulation VAR Models | Show Abstract | Download |
Center for Applied Economics and Policy Research Working Paper No. 2012-003
Working Paper Series

Indiana University Bloomington - Department of Economics

Pei, Pei

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

Posted:

21 Mar 12

183
(81,596)

Pei, Pei

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

Posted:

11 Dec 10

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