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Regulatory Evaluation of Value-At-Risk Models
Author(s) -
Jose A. Lopez
Publication year - 1997
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.943498
Subject(s) - value (mathematics) , risk analysis (engineering) , econometrics , computer science , business , mathematics , statistics

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