Thor Pajhede Nielsen

Thor Pajhede Nielsen

Guest lecturer, Guest Researcher

  • Department of Economics, Study Council

    Øster Farimagsgade 5, Bygning 26

    1353 København K

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    Publication year:
    All
    1 - 1 out of 1Page size: 10
    1. 2015
    2. Published

      Backtesting Value-at-Risk: A Generalized Markov Framework

      Nielsen, Thor Pajhede, 2015, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18, Vol. 2015).

      Research output: Working paper › Research

    ID: 97574656