Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2012
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2011.12.004