How Accurate Are Value-at-Risk Models at Commercial Banks?
| Year of publication: |
2002
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|---|---|
| Authors: | Berkowitz, Jeremy ; O'Brien, James |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 57.2002, 3, p. 1093-1112
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