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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence
Slim, Skander, Dahmene, Meriam, Boughrara, AdelLanguage:
english
Journal:
The Quarterly Review of Economics and Finance
DOI:
10.1016/j.qref.2019.08.006
Date:
August, 2019
File:
PDF, 1.34 MB
english, 2019