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"Fieller Stability Measure: a novel model-dependent backtesting approach."

Cristián Bravo, Sebastián Maldonado (2015)

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DOI: 10.1057/JORS.2015.18

access: closed

type: Journal Article

metadata version: 2020-06-08

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Cristián Bravo, Sebastián Maldonado:
Fieller Stability Measure: a novel model-dependent backtesting approach. J. Oper. Res. Soc. 66(11): 1895-1905 (2015)

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