High Frequency Value at Risk - Empirical Analysis and Implications of Empirical Results

Matthias Krödel (), Michael Lister, Mark Neukomm and Olivier Pictet
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Matthias Krödel: University of Basel

Working papers from Faculty of Business and Economics - University of Basel

Date: 2003-09-01
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Persistent link: https://EconPapers.repec.org/RePEc:bsl:wpaper:2003/08

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