Acknowledgements
Backtesting
Bigl
Bigr
Christoffersen
Christoffersen's
Christoffersen’s
Christophe
CoVaR
ExactVaRBacktest
Francq
Hurlin
LRcc
LRind
Mehta
Rcpp
UC
VaR
Zakoïan
Zakoïan's
Zakoïan’s
backtesting
bigl
bigr
displaystyle
fallbacks
frac
ge
hspace
le
longrightarrow
macOS
mathbf
mathrm
operatorname
qquad
stackrel
textbf
uc
xy
α
