Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities - Archive ouverte HAL
Conference Papers Year : 2007

Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities

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halshs-00257448 , version 1 (19-02-2008)

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  • HAL Id : halshs-00257448 , version 1

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Christophe Hurlin. Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities. 1st Workshop, Sep 2007, Maastricht, Netherlands. ⟨halshs-00257448⟩
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