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

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halshs-00347380 , version 1 (15-12-2008)

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  • HAL Id : halshs-00347380 , version 1

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Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi. Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities. 2007. ⟨halshs-00347380⟩
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