Items where authors include "Kratz, Marie"

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Article

Kratz, Marie, Lok, Yen Hsiao and McNeil, Alexander John orcid.org/0000-0002-6137-2890 (2018) Multinomial VaR Backtests:A simple implicit approach to backtesting expected shortfall. Journal of Banking and Finance. JBF-D-16-01251R1. pp. 393-407. ISSN 1872-6372

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