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"Intraday value-at-risk estimation for directional change events and ..."

Rui Jorge Almeida, Nalan Bastürk, Robert Golan (2017)

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DOI: 10.1109/SSCI.2017.8285442

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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  - conf/ssci/AlmeidaBG17
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Rui Jorge Almeida, Nalan Bastürk, Robert Golan:
Intraday value-at-risk estimation for directional change events and investment strategies. SSCI 2017: 1-8

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