Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data
-
Published:2023
Issue:
Volume:
Page:
-
ISSN:1465-1211
-
Container-title:Journal of Risk
-
language:
-
Short-container-title:JOR
Author:
Sabera Nunkoo Houmera Bibi,Sookia Noor-Ul-Hacq,Nunkoo Gonpot Preethee,Variyam Ramanathan Thekke
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,Finance