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

Christophe Hurlin

Conference Papers Year : 2007

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

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1

Christophe Hurlin

Function : Correspondent author
PersonId : 819007
IdHAL : christophe-hurlin
ORCID : 0000-0002-6082-8251
IdRef : 079115969

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Laboratoire d'économie d'Orleans [2008-2011]

Keywords

Irregularly Spaced Intraday Value-at-Risk ISIVaR Models Forecasting Predictive Abilities

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Economics and Finance

Colette Gedoux : Connect in order to contact the contributor

https://shs.hal.science/halshs-00257452

Submitted on : Tuesday, February 19, 2008-2:34:25 PM

Last modification on : Monday, May 15, 2023-2:18:04 PM

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halshs-00257452 , version 1 (19-02-2008)

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HAL Id : halshs-00257452 , version 1

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Christophe Hurlin. Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities. Séminaire invité EconomX, Mar 2007, Paris, France. ⟨halshs-00257452⟩

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

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