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
backtesting
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TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm