Daily Value-at-Risk models at financial crisis period: evidence in Australia
Over the past decades portfolio and risk management techniques had adapted to increasingly complex financial instrument. Within the different forms of financial risk measurement tools, Value at Risk (VAR) which provides the most expediency measurement from the adverse market movements, is now widely...
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| Format: | Others |
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Auckland University of Technology,
2010-07-28T21:13:07Z.
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| Online Access: | Get fulltext |