A benchmark for measuring bias in estimated daily value at risk
Year of publication: |
2002
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---|---|
Authors: | Moosa, Imad A. ; Bollen, Bernard |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 11.2002, 1, p. 85-100
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Publisher: |
Elsevier |
Saved in:
Online Resource
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