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The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting
Louzis, Dimitrios P.
;
Spyros Xanthopoulos‐Sisinis
; …
- In:
Journal of Forecasting
32
(
2013
)
6
,
pp. 561-576
Persistent link: https://www.econbiz.de/10011006297
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