Intraday conditional value at risk : A periodic mixed‐frequency generalized autoregressive score approach
| Year of publication: |
2021
|
|---|---|
| Authors: | Eckernkemper, Tobias ; Gribisch, Bastian |
| Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 5 (11.01.), p. 883-910
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/for.2744 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012406769