Optimally Harnessing Inter-Day and Intra-Day Information for Daily Value-at-Risk Prediction

By Ana‐Maria Fuertes, Jose Olmo. 2013

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/637424c2f2f862be51903addd6f7dd0e77b4e19d