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Evaluating Value-at-Risk Models: a comparison between traditional models and conditional variance models

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Author Info
Mollica, M
Pedro L. Valls Pereira

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File URL: http://www.ibmecsp.edu.br/pesquisa/download.php?recid=699
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Paper provided by Finance Lab, Ibmec São Paulo in its series Finance Lab Working Papers with number flwp_35.

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Date of creation: Oct 2001
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Handle: RePEc:ibm:finlab:flwp_35

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