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Model choice and value-at-risk performance

Brooks, C. 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
Divisions:Henley Business School > ICMA Centre
ID Code:24156
Publisher:CFA Institute

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