Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting

Fuente: Wiley Open Access
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Bibliographic Details
Main Authors: Helton Saulo, Suvra Pal, Rubens Souza, Roberto Vila, Alan Dasilva
Format: Artículo Open Access
Published: Wiley 2024
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