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- Tue Aug 19, 2014 10:06 am
- Forum: Looking for Code?
- Topic: backtesting
- Replies: 1
- Views: 4214
backtesting
hi! this is akash I am preparing a project on backtesting value at risk. i want to perform christoffersen independence test. I have tried all i could but could not get the right coding. I have got the results for value at risk and would request if anyone can help me over this test. It would be great...