Comparing Value-at-Risk Methodologies
Luiz Renato Lima () and
Breno Pinheiro Neri ()
No 629, Economics Working Papers (Ensaios Economicos da EPGE) from Graduate School of Economics, Getulio Vargas Foundation (Brazil)
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Working Paper: Comparing Value-at-Risk Methodologies (2006)
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Persistent link: http://EconPapers.repec.org/RePEc:fgv:epgewp:629
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