Narrow search
Showing 1 - 3 of 3
Cover Image
Forecasting value-at-risk using high-frequency information
Huang, Huiyu; Lee, Tae-hwy - In: Econometrics 1 (2013) 1, pp. 127-140
In the prediction of quantiles of daily Standard&Poor's 500 (S&P 500) returns we consider how to use high-frequency 5 …
Persistent link: https://www.econbiz.de/10010421307
Cover Image
Forecasting Value-at-Risk Using High-Frequency Information
Huang, Huiyu; Lee, Tae-Hwy - In: Econometrics 1 (2013) 1, pp. 127-140
in the prediction of quantiles of daily Standard&Poor’s 500 (S&P 500) returns we consider how to use high-frequency 5 …
Persistent link: https://www.econbiz.de/10010676150
Cover Image
Synthetic control and inference
Hahn, Jinyong; Shi, Ruoyao - In: Econometrics 5 (2017) 4, pp. 1-12
Persistent link: https://www.econbiz.de/10011995200