Does VaR Estimate Have a Unit Root ? Application of the Phillips-Perron Test
| Year of publication: |
2005
|
|---|---|
| Authors: | Chuang, I.-Yuan ; Chiu, Yen-Chen ; Wang, C.Edward |
| Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai, ISSN 0970-4205, ZDB-ID 10720820. - Vol. 18.2005, 2, p. 12-17
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