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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Date: 2006-11-01
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Working Paper: Comparing Value-at-Risk Methodologies (2006)
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