Forecasting High-Frequency Risk Measures

Denisa Banulescu (georgiana.banulescu@univ-orleans.fr), Gilbert Colletaz, Christophe Hurlin and Sessi Tokpavi (sessi.tokpavi@univ-orleans.fr)
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Denisa Banulescu: LEO - Laboratoire d'Économie d'Orleans [UMR7322] - UO - Université d'Orléans - UT - Université de Tours - CNRS - Centre National de la Recherche Scientifique
Gilbert Colletaz: LEO - Laboratoire d'Économie d'Orleans [UMR7322] - UO - Université d'Orléans - UT - Université de Tours - CNRS - Centre National de la Recherche Scientifique
Sessi Tokpavi: LEO - Laboratoire d'Économie d'Orleans [UMR7322] - UO - Université d'Orléans - UT - Université de Tours - CNRS - Centre National de la Recherche Scientifique

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Date: 2016-04
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Published in Journal of Forecasting, 2016, 35 (3), pp.224-249. ⟨10.1002/for.2374⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03554206

DOI: 10.1002/for.2374

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