Time-varying higher-order conditional moments and forecasting intraday VaR and E

【作者(必填)】
[url=]A. TolgaErgünOpens the author workspaceOpens the author workspace[/url][url=]. Author links open the author workspace.JongbyungJun[/url]
【文题(必填)】
Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall【年份(必填)】
2010
【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri%3A%28a84f93162f3c439c8a69025447a749f4%29&filter=sc_long_sign&tn=SE_xueshusource_2kduw22v&sc_vurl=http%3A%2F%2Fdx.doi.org%2F10.1016%2Fj.qref.2010.03.003&ie=utf-8&sc_us=14865053999345972522