Computing value at risk with high frequency data
Year of publication: |
1999
|
---|---|
Authors: | Beltratti, Andrea ; Morana, Claudio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6.1999, 5, p. 431-455
|
Subject: | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | US-Dollar | US dollar | Deutsche Mark | Welt | World | Risikomaß | Risk measure | 1972-1997 |
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