Journal of Banking & Finance · 2006 · 59 citations · 28 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementRisk AssessmentFinancial RiskMarket RiskRisk EstimationRisk ForecastingRisk MeasurementRisk ModelingIntraday Value At RiskRisk Assessment ModelsRisk-based EstimationTime-series Risk Modeling
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