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Model choice and value-at-risk performance

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Brooks, C. orcid id iconORCID: 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
Identification Number/DOI 10.2469/faj.v58.n5.2471
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher CFA Institute
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Download
Full text not archived in this repository.
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