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

Gilbert Colletaz (), Christophe Hurlin and Sessi Tokpavi ()
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Gilbert Colletaz: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique
Sessi Tokpavi: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique

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

Published in 2007

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