%0 Journal Article %1 journals/sma/BelliniNP19 %A Bellini, Fabio %A Negri, Ilia %A Pyatkova, Mariya %D 2019 %J Stat. Methods Appl. %K dblp %N 1 %P 119-142 %T Backtesting VaR and expectiles with realized scores. %U http://dblp.uni-trier.de/db/journals/sma/sma28.html#BelliniNP19 %V 28

@article{journals/sma/BelliniNP19, added-at = {2020-10-26T00:00:00.000+0100}, author = {Bellini, Fabio and Negri, Ilia and Pyatkova, Mariya}, biburl = {https://www.bibsonomy.org/bibtex/21baa652cf67f29359b21108a2c442a07/dblp}, ee = {https://doi.org/10.1007/s10260-018-00434-w}, interhash = {c247a00da80ffde08830f1a87c659276}, intrahash = {1baa652cf67f29359b21108a2c442a07}, journal = {Stat. Methods Appl.}, keywords = {dblp}, number = 1, pages = {119-142}, timestamp = {2020-10-27T12:57:32.000+0100}, title = {Backtesting VaR and expectiles with realized scores.}, url = {http://dblp.uni-trier.de/db/journals/sma/sma28.html#BelliniNP19}, volume = 28, year = 2019 }