Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities - Archive ouverte HAL Access content directly
Other Publications Year : 2007

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

No file

Dates and versions

halshs-00272977 , version 1 (14-04-2008)

Identifiers

  • HAL Id : halshs-00272977 , version 1

Cite

Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi. Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities. 2007. ⟨halshs-00272977⟩
26 View
0 Download

Share

Gmail Facebook X LinkedIn More