Value at risk: does it work in emerging markets?

Yu, C., Davidson, B. and Nurullah, M. (2005) Value at risk: does it work in emerging markets? In: Motamen-Samadian, Sima, (ed.) Risk management in emerging markets. Basingstoke, UK : Palgrave Macmillan. (Centre for the study of emerging markets) ISBN 9781403991539

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