Evaluating Value-at-Risk Models with Desk-Level Data
| Year of publication: |
2011
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|---|---|
| Authors: | Berkowitz, Jeremy ; Christoffersen, Peter ; Pelletier, Denis |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 57.2011, 12, p. 2213-2228
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