Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor N.F., Supper, HendrikVolume:
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