Model choice and value-at-risk performance

Chris Brooks, Gitanjali Persand

Research output: Contribution to journal › Article (Academic Journal) › peer-review

51 Citations (Scopus)

Access to Document

@article{e97094dd1ce945af8691004deb7c14eb,

title = "Model choice and value-at-risk performance",

author = "Chris Brooks and Gitanjali Persand",

year = "2002",

doi = "10.2469/faj.v58.n5.2471",

language = "English",

volume = "58",

pages = "87--97",

journal = "Financial Analysts Journal",

publisher = "CFA Institute",

number = "5",

}