Performance and conservatism of monthly FHS VaR: An international investigation
Year of publication: |
2010
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Authors: | Chrétien, Stéphane ; Coggins, Frank |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 19.2010, 5, p. 323-334
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