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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Item Type | Article |
URI | https://reading-clone.eprints-hosting.org/id/eprint/24156 |
Item Type | Article |
Refereed | Yes |
Divisions | Henley Business School > Finance and Accounting |
Publisher | CFA Institute |
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