Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
| Year of publication: |
2013
|
|---|---|
| Authors: | Fuertes, Ana-Maria ; Olmo, Jose |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 29.2013, 1, p. 28-42
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