Backtesting VaR under the COVID-19 sudden changes in volatility Castillo, B., León, A & T. ÑiguezFinance Research Letters – Forthcoming 22 de abril de 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingPor coralio