backtesting
Posted: Tue Aug 19, 2014 10:06 am
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 help.
thanks a lot!
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 help.
thanks a lot!
Akash