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Kouontchou, Patrick's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
302 |
Total
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Maillet, Bertrand B. University of Orléans Boucher, Christophe University of Paris 1 Pantheon-Sorbonne - CES/CNRS Kouontchou, Patrick University of Metz (Paul Verlaine) - CEREFIGE
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168
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Value-at-Risk, Backtesting, Model Risk, Bias Correction
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2.
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Hurlin, Christophe University of Orleans Kouontchou, Patrick University of Metz (Paul Verlaine) - CEREFIGE Maillet, Bertrand B. University of Orléans
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18 Feb 09
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Last Revised:
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31 Aug 09
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134
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Realized Betas, CAPM, Multifactor Pricing Models, High Frequency Data, Robust Estimation
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