| Original language | English |
|---|---|
| Pages (from-to) | 379-398 |
| Number of pages | 20 |
| Journal | Journal of Empirical Finance |
| Volume | 11 |
| Publication status | Published - 2004 |
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Pierre Giot, Sébastien Laurent
Research output: Contribution to journal › Article