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How Risky is the Value-at-Risk? : Evidence from Financial Crisis

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CHIRIAC, Roxana, Winfried POHLMEIER, 2009. How Risky is the Value-at-Risk? : Evidence from Financial Crisis. Financial Crisis, Microstructure and Asset Pricing. Rimini Center for Economic Analysis, Rimini, May 22, 2009. In: Presented at : Workshop on Financial Crisis, Microstructure and Asset Pricing, Rimini Center for Economic Analysis, 22.05.2009, Rimini

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