Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities

Christophe Hurlin

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Keywords: Irregularly; Spaced; Intraday; Value-at-Risk; ISIVaR; Models; Forecasting; Predictive; Abilities (search for similar items in EconPapers)
Date: 2007-03-08
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Citations: View citations in EconPapers (1)

Published in Séminaire invité EconomX, Mar 2007, Paris, France

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Related works:
Working Paper: Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
Working Paper: Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
Working Paper: Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities (2007)
Working Paper: Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
Working Paper: Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
Working Paper: Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
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