A note on the importance of overnight information in risk management models
| Year of publication: |
2007
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|---|---|
| Authors: | Taylor, Nicholas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 1, p. 161-180
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