Original language | English |
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Pages (from-to) | 1-19 |
Journal | International Review of Finance |
Volume | 7 |
Publication status | Published - 2007 |
Value-at-Risk in Emerging Equity Markets: Comparative Evidence from Symmetri, Asymmetric and Long-Memory GARCH Models
David Gordon McMillan, A Speight
Research output: Contribution to journal › Article › peer-review