Trading Hours, Non-trading Hours and Daily Value-at-Risk Prediction for Equity Trading
Congress:
Robust Econometric Methods for Modeling Economic and Financial Variables
Participation type:
Comunicación oral
Other authors:
Katja Ahoniemi, Ana Maria Fuertes y Jose Olmo
Year:
2012
Location:
Lisboa
Publication:
Katja Ahoniemi, Ana Maria Fuertes y Jose Olmo. Trading Hours, Non-trading Hours and Daily Value-at-Risk Prediction for Equity Trading . En: Robust Econometric Methods for Modeling Economic and Financial Variables. Lisboa: , 2012