Forecasting Value-at-Risk Using High-Frequency Information

Author: Huang Huiyu   Lee Tae-Hwy  

Publisher: MDPI

E-ISSN: 2225-1146|1|1|127-140

ISSN: 2225-1146

Source: Econometrics, Vol.1, Iss.1, 2013-06, pp. : 127-140

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Abstract