Evaluating value‐at‐risk models before and after the...

Evaluating value‐at‐risk models before and after the financial crisis of 2008

Degiannakis, Stavros, Floros, Christos, Livada, Alexandra
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Volume:
38
Language:
english
Journal:
Managerial Finance
DOI:
10.1108/03074351211207563
Date:
March, 2012
File:
PDF, 294 KB
english, 2012
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