Innovations in testing the stability of risk measures over time and across models
| Year of publication: |
2002
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|---|---|
| Authors: | Vlaar, Peter J.G. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 26.2002, 2, p. 375-380
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