How well do risk measurement models estimate VaR during good and bad times? Evidence from the Korean stock market

Author： Dockery Everton   Efentakis Miltiadis  

Publisher： Inderscience Publishers

ISSN： 1756-7130

Source： International Journal of Financial Markets and Derivatives, Vol.3, Iss.2, 2013-10, pp. : 114-136

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