Model choice and value-at-risk performance

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Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97.

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To link to this item DOI: 10.2469/faj.v58.n5.2471

Item Type:	Article
Refereed:	Yes
Divisions:	Henley Business School > ICMA Centre
ID Code:	24156
Publisher:	CFA Institute

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University of Reading