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Journal Articles Journal of Forecasting Year : 2016

Forecasting High-Frequency Risk Measures

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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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hal-03554206 , version 1 (03-02-2022)

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

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