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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130654
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