Optimality of the RiskMetrics VaR model
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 4 (2007)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/frl
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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