Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market
Year of publication: |
2008
|
---|---|
Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 34.2008, 7, p. 489-497
|
Publisher: |
Emerald Group Publishing |
Subject: | Financial forecasting | Greece | Risk analysis | Stock exchanges |
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