oai:figshare.com:article/1560588VaR prediction.
Abstract
<p>Intraday VaR predictions obtained analyzing illiquid and liquid data with the Fourier and the TS estimators (sampling rate: one observation per minute).</pSimilar works
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Provided original full text linkoai:figshare.com:article/1560588Last time updated on 2/12/2018This paper was published in FigShare.
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