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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.; Xanthopoulos-Sisinis, Spyros; … - In: Journal of forecasting 32 (2013) 6, pp. 561-576
Persistent link: https://www.econbiz.de/10009789559
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Evaluation of correlation forecasting models for risk management
Skintzi, Vasiliki D.; Xanthopoulos-Sisinis, Spyros - In: Journal of forecasting 26 (2007) 7, pp. 497-526
Persistent link: https://www.econbiz.de/10007879083
Cover Image
Evaluation of correlation forecasting models for risk management
Skintzi, Vasiliki D.; Xanthopoulos-Sisinis, Spyros - In: Journal of forecasting 26 (2007) 7, pp. 497-526
Persistent link: https://www.econbiz.de/10003593897
Cover Image
The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting
Louzis, Dimitrios P.; Xanthopoulos‐Sisinis, Spyros; … - In: Journal of forecasting 32 (2013) 6, pp. 561-576
Persistent link: https://www.econbiz.de/10010156097