Is intraday data useful for forecasting VaR? The evidence from EUR/PLN exchange rate
Crossref DOI link: https://doi.org/10.1057/s41283-018-0038-z
Published Online: 2018-04-16
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Będowska-Sójka, Barbara
Text and Data Mining valid from 2018-04-16
Article History
First Online: 16 April 2018