Testing and comparing Value-at-Risk measures

Peter Christoffersen, Jinyong Hahn and Atsushi Inoue

Journal of Empirical Finance, 2001, vol. 8, issue 3, 325-342

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:8:y:2001:i:3:p:325-342

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