On setting day-ahead equity trading risk limits
Year of publication: |
2016
|
---|---|
Authors: | Fuertes, Ana-Maria ; Olmo, Jose |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 9.2016, 3, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | overnight information | price discovery | realized VaR | realized volatility | Value-at-Risk |
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