Forecasting one-day-ahead VaR and intra-day realized volatility in the Athens Stock Exchange Market
Year of publication: |
2008
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Authors: | Angelidis, Timotheos ; Degiannakis, Stavros |
Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 34.2008, 7, p. 489-497
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