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High Frequency Value at Risk - Empirical Analysis and Implications of Empirical Results

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
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:
  • handle: RePEc:bsl:wpaper:2003/08
Last Modified:14 Mar 2018 09:44
Deposited On:13 Mar 2018 13:35

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