Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities
| Year of publication: |
2007
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|---|---|
| Authors: | COLLETAZ, Gilbert ; HURLIN, Christophe ; TOKPAVI, Sessi |
| Institutions: | Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion |
| Subject: | Irregularly | Spaced | Intraday | Value-at-Risk (ISIVaR) | Models | Forecasting | Predictive | Abil |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 822 |
| Source: |
Persistent link: https://www.econbiz.de/10010934097