3 results for backtesting.

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A Wavelet-ARMA-GARCH Refinement Method to VaR Estimate for Foreign Exchange Market
International Journal of Business and Risk Management. 2018, 1(1), 28-36. DOI: 10.12691/ijbrm-1-1-4
Pub. Date: April 23, 2018Views: 8019Downloads: 6440
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Review on Wavelet Denoised Value at Risk and Application on Crude Oil Market
International Journal of Global Energy Markets and Finance. 2018, 1(1), 4-10. DOI: 10.12691/ijgefm-1-1-2
Pub. Date: April 23, 2018Views: 6526Downloads: 5062
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A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk
International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32. DOI: 10.12691/ijefm-5-2-1
Pub. Date: April 26, 2017Views: 10227Downloads: 7498
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