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Forecasting High-Frequency Risk Measures

Denisa Banulescu 1 Gilbert Colletaz 1 Christophe Hurlin 1 Sessi Tokpavi 1
1 LEO - Laboratoire d'Économie d'Orleans [UMR7322]
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https://hal-univ-orleans.archives-ouvertes.fr/hal-03554206
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Submitted on : Thursday, February 3, 2022 - 10:37:23 AM
Last modification on : Tuesday, April 26, 2022 - 10:12:02 AM

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Denisa Banulescu, Gilbert Colletaz, Christophe Hurlin, Sessi Tokpavi. Forecasting High-Frequency Risk Measures. Journal of Forecasting, Wiley, 2016, 35 (3), pp.224-249. ⟨10.1002/for.2374⟩. ⟨hal-03554206⟩

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