Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value-at-Risk Forecasting Journal Articles

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authors

Saulo, Helton
Pal, S
Souza, R
Vila, R
Dasilva, A

status

published

publication date

January 1, 2024

has subject area

0104 Statistics (FoR)
1403 Econometrics (FoR)
Econometrics (Science Metrix)

published in

Journal of Forecasting Journal