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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 journalArticlepeer-review

    Original languageEnglish
    Pages (from-to)1-19
    JournalInternational Review of Finance
    Volume7
    Publication statusPublished - 2007

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