Backtesting VaR under the COVID-19 sudden changes in volatility Castillo, B., León, A & T. ÑiguezFinance Research Letters – 2021 08 de March de 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio