Items where Author, Editor or other role is "Argyropoulos, C."

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Argyropoulos, Christos, Panopoulou, Ekaterini (2019) Backtesting VaR and ES Under the Magnifying Glass. International Review of Financial Analysis, 64 . pp. 22-37. ISSN 1057-5219. (doi:10.1016/j.irfa.2019.04.005) (KAR id:73414)

Argyropoulos, Christos (2017) Robust Forecasting and Backtesting of Value at Risk (VaR) and Expected Shortfall (ES) risk measures. Doctor of Philosophy (PhD) thesis, University of Kent,. (doi:10.22024/UniKent/01.02.66153) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:66153)

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