Number of items: 1.
    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.
      
    
  
doi: 10.2469/faj.v58.n5.2471
  
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