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Persistent link: https://www.econbiz.de/10009530921
Τhis paper focuses on the performance of three alternative Value-at-Risk (VaR) models to provide suitable estimates for measuring and forecasting market risk. The data sample consists of five international developed and emerging stock market indices over the time period from 2004 to 2008. The...
Persistent link: https://www.econbiz.de/10012910126