How Accurate Are Value‐at‐Risk Models at Commercial Banks?
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- 1 June 2002
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 57 (3) , 1093-1111
- https://doi.org/10.1111/1540-6261.00455
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This publication has 11 references indexed in Scilit:
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