Optimality of the RiskMetrics VaR model

Finance Research Letters 2007 Vol. 4; Iss. 3

Optimality of the RiskMetrics VaR model

Gloria González-Rivera, Tae-Hwy Lee, Emre Yoldas
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Volume:
4
Year:
2007
Language:
english
DOI:
10.1016/j.frl.2007.06.001
File:
PDF, 134 KB
english, 2007
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