Modelling daily Value-at-Risk using realized volatility and ARCH type models
Top Cited Papers
- 1 June 2004
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 11 (3) , 379-398
- https://doi.org/10.1016/j.jempfin.2003.04.003
Abstract
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This publication has 37 references indexed in Scilit:
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