Saltoglu Burak

Burak Saltoglu

Information about the author Burak Saltoglu will soon be added to the site.
Found 1 papers in total
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
2006
We investigate the predictive performance of various classes of value-at-risk (VaR)...
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