The performance of value-at-risk models during the crisis
Jimmy Skoglund; Donald Erdman; Wei Chen
Year of publication: |
2010
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Authors: | Skoglund, Jimmy ; Erdman, Donald ; Chen, Wei |
Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 4.2010/11, 1, p. 3-21
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