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Statistics of Financial Markets : An Introduction

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Attention for Chapter 16: Value at Risk and Backtesting
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Chapter title
Value at Risk and Backtesting
Chapter number 16
Book title
Statistics of Financial Markets
Published by
Springer, Berlin, Heidelberg, January 2008
DOI 10.1007/978-3-540-76272-0_16
Book ISBNs
978-3-54-076269-0, 978-3-54-076272-0