Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
| Year of publication: |
2009
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|---|---|
| Authors: | Dionne, Georges ; Duchesne, Pierre ; Pacurar, Maria |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 5, p. 777-792
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