Backtesting value at risk models in the presence of structural breaks on the Romanian and Hungarian stock

Zapodeanu, DanielaKulcsár, EdinaCociuba, Mihail Ioan2018-03-142018-03-142014Analele Universităţii din Oradea. Ştiinţe economice = Annals of University of Oradea. Economic science. - 1 (2014), p. 802-812. -Anal. Univ. Oradea. Ştiinţ. econ. - 1222-569X. - 1582-54501582-54501222-569Xhttp://hdl.handle.net/2437/248667Creative Commons Attribution-NonCommercial 4.0 International LicenseBacktesting value at risk models in the presence of structural breaks on the Romanian and Hungarian stockfolyóiratcikkopen access journalhttp://webpac.lib.unideb.hu:8082/ebib/CorvinaWeb?action=cclfind&resultview=long&ccltext=idno+BIBFORM072716TársadalomtudományokKözgazdaságtudományokhttp://steconomiceuoradea.ro/anale/volume/2014/n1/087.pdf2018-03-20