A benchmark for measuring bias in estimated daily value at risk
| Year of publication: |
2002
|
|---|---|
| Authors: | Moosa, Imad A. ; Bollen, Bernard |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 11.2002, 1, p. 85-100
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