The Effect of Asymmetries on Stock Index Return Value‐at‐Risk Estimates

Chris Brooks and Gita Persand

Journal of Risk Finance, 2003, vol. 4, issue 2, 29-42

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Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jrfpps:eb022959

DOI: 10.1108/eb022959

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