Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data

Published 2019 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Authors
Keywords
Finance, Value-at-Risk, Expected Shortfall, Intraday low, Joint scoring functions
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-07-10
DOI
10.1016/j.ejor.2019.07.011

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.