Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data-Reference-Cited by-同舟云学术

Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data

Published:2017-01 Issue: Volume:49 Page:176-190
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Degiannakis Stavros^ORCID,Potamia Artemis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference57 articles.

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