Skip to main content

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

Group by: Creator's name | Item Type | Date | No Grouping
Jump to: A
Number of items: 2.


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)
[thumbnail of survey_paper_IRFA_accepted (002).pdf]

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,. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) (KAR id:66153)
[thumbnail of 126thesis.pdf]

This list was generated on Tue Nov 30 19:16:01 2021 GMT.