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Re: Comments on Backtesting



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> Hi Jim,
> In addition, have a look at
> http://www.econ.vu.nl/koopman/sv
> it may help your research.
Also at
http://citeseer.nj.nec.com/capobianco96stochastic.html
http://www.xenomorph.com/products/frontoffice/impliedvolatilities/inde
x.htm
http://citeseer.nj.nec.com/7664.html
http://www.lancs.ac.uk/postgrad/blairb/research/comp.htm
although, for some of them,it is a heavy duty job.

Best Regards
Dimitris Tsokakis