A Modified Berkowitz Back-test.
(2004)
Journal Article
Dowd, K. (2004). A Modified Berkowitz Back-test
All Outputs (3)
Long-term Value at Risk (2004)
Journal Article
Dowd, K., Blake, D., & Cairns, A. (2004). Long-term Value at Risk. Journal of Risk Finance, 5(2), 52-57. https://doi.org/10.1108/eb022986
Rejoinder to Huang. (2004)
Journal Article
Dowd, K. (2004). Rejoinder to Huang. Journal of portfolio management, 30(3),