Title of article
Computing value at risk with high frequency data
Author/Authors
Andrea Beltratti، نويسنده , , Claudio Morana، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1999
Pages
25
From page
431
To page
455
Keywords
High frequency data , FIGARCH , VALUE AT RISK
Journal title
Journal of Empirical Finance
Serial Year
1999
Journal title
Journal of Empirical Finance
Record number
130654
Link To Document