How useful is intraday data for evaluating daily value-at-risk? : evidence from three Euro rates
David G. McMillan; Alan E. H. Speight; Kevin P. Evans
| Year of publication: |
2008
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|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. ; Evans, Kevin P. |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 18.2008, 5, p. 488-503
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| Subject: | Risikomaß | Risk measure | Volatilität | Volatility | Wechselkurs | Exchange rate | Euro | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003789977