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

Gilbert Colletaz (), Christophe Hurlin and Sessi Tokpavi ()

No 822, LEO Working Papers / DR LEO from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans

Keywords: Irregularly; Spaced; Intraday; Value-at-Risk (ISIVaR); Models; Forecasting; Predictive; Abil (search for similar items in EconPapers)
Date: 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)
Working Paper: Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities (2007)
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