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Value at risk models for volatile emerging markets equity portfolios

✍ Scribed by Dimitris N. Dimitrakopoulos; Manolis G. Kavussanos; Spyros I. Spyrou

Book ID: 113871771
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 248 KB
Volume: 50
Category: Article
ISSN: 1062-9769
DOI: 10.1016/j.qref.2010.06.006

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