Value-at-Risk for country risk ratings
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Authors
Mcaleer, M.
Da Veiga, Bernardo
Hoti, S.
Date
2011Type
Journal Article
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Mcaleer, M. and Da Veiga, B. and Hoti, S. 2011. Value-at-Risk for country risk ratings. Mathematics and Computers in Simulation. 81 (7): pp. 1454-1463.
Source Title
Mathematics and Computers in Simulation
ISSN
School
School of Economics and Finance