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~isPartOf:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~isPartOf:"Statistical Papers / Springer"
~person:"Song, Shijia"
~subject:"Risk measure"
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A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
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