Krödel, Matthias and Lister, Michael and Neukomm, Mark and Pictet, Olivier. (2003) High Frequency Value at Risk - Empirical Analysis and Implications of Empirical Results. WWZ Discussion Papers, 2003 (08).
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Official URL: https://edoc.unibas.ch/61830/
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Faculties and Departments: | 06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften 12 Special Collections > WWZ Publications > WWZ Discussion Papers and Working Papers |
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UniBasel Contributors: | Krödel, Matthias |
Item Type: | Working Paper |
Publisher: | WWZ, University of Basel |
Note: | Publication type according to Uni Basel Research Database: Discussion paper / Internet publication |
Identification Number: |
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Last Modified: | 14 Mar 2018 09:44 |
Deposited On: | 13 Mar 2018 13:35 |
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