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%0 Journal Article
%1 Moosa2002
%A Moosa, Imad A.
%A Bollen, Bernard
%D 2002
%J International Review of Financial Analysis
%K Value at risk
%N 1
%P 85--100
%T A benchmark for measuring bias in estimated daily value at risk
%U http://www.sciencedirect.com/science/article/B6W4W-44PDN0C-1/1/2c2d5a40cabb3832f671a51105db22bf
%V 11
@article{Moosa2002,
added-at = {2008-04-29T08:06:25.000+0200},
author = {Moosa, Imad A. and Bollen, Bernard},
biburl = {https://www.bibsonomy.org/bibtex/2932faefc003fa6b9585f32bbfcee3b91/smicha},
interhash = {b293378b333b614be64f936306bb50bf},
intrahash = {932faefc003fa6b9585f32bbfcee3b91},
journal = {International Review of Financial Analysis},
keywords = {Value at risk},
number = 1,
pages = {85--100},
timestamp = {2008-04-29T08:08:22.000+0200},
title = {A benchmark for measuring bias in estimated daily value at risk},
url = {http://www.sciencedirect.com/science/article/B6W4W-44PDN0C-1/1/2c2d5a40cabb3832f671a51105db22bf},
volume = 11,
year = 2002
}