{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,27]],"date-time":"2025-03-27T03:55:28Z","timestamp":1743047728265,"version":"3.40.3"},"publisher-location":"Cham","reference-count":7,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319015941"},{"type":"electronic","value":"9783319015958"}],"license":[{"start":{"date-parts":[[2013,10,10]],"date-time":"2013-10-10T00:00:00Z","timestamp":1381363200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2013,10,10]],"date-time":"2013-10-10T00:00:00Z","timestamp":1381363200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014]]},"DOI":"10.1007\/978-3-319-01595-8_30","type":"book-chapter","created":{"date-parts":[[2013,11,26]],"date-time":"2013-11-26T07:32:57Z","timestamp":1385451177000},"page":"273-281","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Value-at-Risk Backtesting Procedures Based on Loss Functions: Simulation Analysis of the Power of Tests"],"prefix":"10.1007","author":[{"given":"Krzysztof","family":"Piontek","sequence":"first","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2013,10,10]]},"reference":[{"issue":"2","key":"30_CR1","doi-asserted-by":"crossref","first-page":"27","DOI":"10.21314\/JRMV.2007.007","volume":"1","author":"T. Angelidis","year":"2007","unstructured":"Angelidis, T., & Degiannakis, S. (2007). Backtesting VaR models: A two-stage procedure. Journal of Risk Model Validation, 1(2), 27\u201348.","journal-title":"Journal of Risk Model Validation"},{"key":"30_CR2","unstructured":"Blanco, C., & Ihle, G. (1999). How good is your VaR? Using backtesting to assess system performance. Financial Engineering News, August, 1\u20132."},{"key":"30_CR3","volume-title":"A Review of Backtesting and Backtesting Procedures","author":"S. Campbell","year":"2005","unstructured":"Campbell, S. (2005). A Review of Backtesting and Backtesting Procedures. Federal Reserve Board, Washington."},{"key":"30_CR4","volume-title":"New methods in backtesting","author":"M. Haas","year":"2001","unstructured":"Haas, M. (2001). New methods in backtesting. Working paper. Financial Engineering Research Center Caesar, Friedensplatz, Bonn."},{"key":"30_CR5","volume-title":"Value at risk","author":"P. Jorion","year":"2007","unstructured":"Jorion, P. (2007). Value at risk (3rd ed.). New York: McGraw-Hill.","edition":"3"},{"key":"30_CR6","doi-asserted-by":"crossref","unstructured":"Lopez, J. (1998). Methods for Evaluating Value-at-Risk Estimates. Federal Reserve Bank of New\u00a0York Research Paper no.\u00a09802.","DOI":"10.2139\/ssrn.1029673"},{"key":"30_CR7","first-page":"481","volume-title":"Studies in classification, data analysis, and knowledge organization","author":"K. Piontek","year":"2010","unstructured":"Piontek, K. (2010). The analysis of power for some chosen VaR backtesting procedures: Simulation approach. In Studies in classification, data analysis, and knowledge organization (pp. 481\u2013490). New York: Springer."}],"container-title":["Studies in Classification, Data Analysis, and Knowledge Organization","Data Analysis, Machine Learning and Knowledge Discovery"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-01595-8_30","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,2,14]],"date-time":"2023-02-14T08:07:40Z","timestamp":1676362060000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-319-01595-8_30"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013,10,10]]},"ISBN":["9783319015941","9783319015958"],"references-count":7,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-01595-8_30","relation":{},"ISSN":["1431-8814"],"issn-type":[{"type":"print","value":"1431-8814"}],"subject":[],"published":{"date-parts":[[2013,10,10]]},"assertion":[{"value":"10 October 2013","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}