14.8 Further Reading – Backtesting For an alternative discussion of backtesting, see Campbell (2005). For some notable backtesting methodologies not discussed in this chapter, see Haas (2001), Engle and Manganelli (2004), and Ziggel et al. (2014). See also Christoffersen and Pelletier (2004), Haas (2005), and Berkowitz et al. (2011), who discuss duration-based backtesting methodologies. These are a form of … Continue reading 14.8 Further Reading Backtesting The post 14.8 Further Rea...
