Model Choice and Value-at-Risk Performance

Financial Analysts Journal

Volumn 58, Issue 5, 2002, Pages 87-97

  Brooks, Chris ^a   Persand, Gita ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346111502     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n5.2471     Document Type: Article

References (19)

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