Optimal market indices using value-at-risk: a first empirical approach for three stock markets
| Year of publication: |
2009
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|---|---|
| Authors: | Andreu, Jordi ; Torra, Salvador |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 19.2009, 13-15, p. 1163-1170
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