Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques
Year of publication: |
1997-11
|
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Authors: | Cassidy, Colleen ; Gizycki, Marianne |
Institutions: | Reserve Bank of Australia |
Extent: | application/pdf |
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Series: | RBA Research Discussion Papers. - ISSN 1448-5109. |
Type of publication: | Book / Working Paper |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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