Backtesting value-at-risk : a GMM duration-based test

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Original language	English
Place of Publication	Maastricht
Publisher	METEOR, Maastricht University School of Business and Economics
Number of pages	37
DOIs	https://doi.org/10.26481/umamet.2009062
Publication status	Published - 1 Jan 2009

Series	METEOR Research Memorandum
Number	062

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