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The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion

A Performance Measure for Evaluating Value-at-Risk Models

The VAR Implementation Handbook, Chapter 6 - Value-at-Risk Performance Criterion( )
Author: Gregoriou, Greg N.
ISBN:978-0-07-173265-9
Publisher:McGraw-Hill Professional Publishing
Book Format:Ebook
List Price:USD $6.95



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