Forecasting liquidity-adjusted intraday Value-at-Risk with...

Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas

Weiß, Gregor N.F., Supper, Hendrik
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Volume:
37
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2013.05.013
Date:
September, 2013
File:
PDF, 1.39 MB
english, 2013
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