Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities
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Other versions of this item:
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2007. "Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities," Post-Print halshs-00272974, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities," Post-Print halshs-00272977, HAL.
- Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2007. "Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities," LEO Working Papers / DR LEO 822, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities," Working Papers halshs-00162440, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2007. "Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities," Post-Print halshs-00347380, HAL.
- Christophe Hurlin, 2007. "Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities," Post-Print halshs-00257452, HAL.
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Cited by:
- Karmakar, Madhusudan & Paul, Samit, 2016. "Intraday risk management in International stock markets: A conditional EVT approach," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 34-55.
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Keywords
Irregularly; Spaced; Intraday; Value-at-Risk; ISIVaR; Models; Forecasting; Predictive; Abilities;All these keywords.
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