Evaluating Value at Risk Methodologies: Accuracy versus Computational Time
| Year of publication: |
1997
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|---|---|
| Authors: | Pritsker, Matthew |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 10271363. - Vol. 12.1997, 2-3, p. 201-242
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