Forecasting accuracy of some popular Value-at-risk models empirical comparison of backtesting methods
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Format: | Master's thesis |
Language: | eng |
Published: |
Jyväskylä,
2006.
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Subjects: | |
Online Access: | https://jyu.finna.fi/Record/jykdok.1005048 |
Physical Description: | 101 sivua |
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