Backtesting VaR under the COVID-19 sudden changes in volatility Castillo, B., León, A & T. ÑiguezFinance Research Letters – 2021 08 de marzo de 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021Por coralio