Browsing by Author Solomond, Phillip
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Issue Date | Title | Author(s) |
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2006 | Measuring Risk in Sectors of the S&P 500: Value-at-Risk and Expected Shortfall Using GARCH | Solomond, Phillip |
Issue Date | Title | Author(s) |
---|---|---|
2006 | Measuring Risk in Sectors of the S&P 500: Value-at-Risk and Expected Shortfall Using GARCH | Solomond, Phillip |