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The effect of asymmetries on stock index return value-at-risk estimates

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Brooks, C. and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943

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To link to this article DOI: 10.1108/eb022959


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:21315
Publisher:Emerald
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