A benchmark for measuring bias in estimated daily value at risk

Imad A Moosa, Bernard Bollen

    Research output: Contribution to journalArticleResearchpeer-review

    13 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)85 - 100
    Number of pages16
    JournalInternational Review of Financial Analysis
    Volume11
    Issue number1
    Publication statusPublished - 2002

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