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Darryll Hendricks

Independent

United States

SCHOLARLY PAPERS

1

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Top 23,002

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84

Scholarly Papers (1)

1.

Evaluation of Value-at-Risk Models Using Historical Data

Economic Policy Review, Vol. 2, No. 1, April 1996
Number of pages: 32 Posted: 11 Nov 2007
Darryll Hendricks
Independent
Downloads 7,301 (2,401)
Citation 84

Abstract:

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value-at-risk, portfolio