Une Evaluation des Procédures de Backtesting

By Hurlin Christophe and Tokpavi Sessi
Finance (2008)

  • Christophe Hurlin

    University of Orléans

    France

  • Sessi Tokpavi

    Université Paris Ouest

    France

Created

October 8, 2013

Last update

October 10, 2013

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Excel

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Description

This data file contains (excel format) contains the data used to generate the random samples in the article "Une Evaluation des Procédures de Backtesting" (Hurlin and Tokpavi, Finance, 2008).

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