The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting
| Year of publication: |
2013
|
|---|---|
| Authors: | Louzis, Dimitrios P. ; Xanthopoulos‐Sisinis, Spyros ; Refenes, Apostolos P. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 6, p. 561-576
|