Testing and comparing Value-at-Risk measures
Year of publication: |
2001
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Authors: | Christoffersen, Peter ; Hahn, Jinyong ; Inoue, Atsushi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 8.2001, 3, p. 325-342
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