Incorporating event risk into value-at-risk
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References listed on IDEAS
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More about this item
KeywordsRisk ; Econometric models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-06-08 (All new papers)
- NEP-CFN-2001-06-08 (Corporate Finance)
- NEP-FIN-2001-06-08 (Finance)
- NEP-FMK-2001-06-08 (Financial Markets)
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