How useful is intraday data for evaluating daily Value-at-Risk?
| Year of publication: |
2008
|
|---|---|
| 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 11172848. - Vol. 18.2008, 5, p. 488-504
|