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Forecasting Value-at-Risk using high frequency data: The realized range model

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Bibliographic Details
Title: Forecasting Value-at-Risk using high frequency data: The realized range model
Authors: Shao, Xi-Dong1, Lian, Yu-Jun2 lianyj@mail.sysu.edu.cn, Yin, Lian-Qian1
Source: Global Finance Journal. Dec2009, Vol. 20 Issue 2, p128-136. 9p.
Database: Business Source Ultimate
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  Availability: 0
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 43666475
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Forecasting Value-at-Risk using high frequency data: The realized range model
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  Data: <searchLink fieldCode="AR" term="%22Shao%2C+Xi-Dong%22">Shao, Xi-Dong</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AR" term="%22Lian%2C+Yu-Jun%22">Lian, Yu-Jun</searchLink><relatesTo>2</relatesTo><i> lianyj@mail.sysu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Yin%2C+Lian-Qian%22">Yin, Lian-Qian</searchLink><relatesTo>1</relatesTo>
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  Data: <searchLink fieldCode="JN" term="%22Global+Finance+Journal%22">Global Finance Journal</searchLink>. Dec2009, Vol. 20 Issue 2, p128-136. 9p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=43666475
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.gfj.2008.11.003
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 9
        StartPage: 128
    Titles:
      – TitleFull: Forecasting Value-at-Risk using high frequency data: The realized range model
        Type: main
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          Name:
            NameFull: Shao, Xi-Dong
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            NameFull: Lian, Yu-Jun
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            NameFull: Yin, Lian-Qian
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            – D: 01
              M: 12
              Text: Dec2009
              Type: published
              Y: 2009
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              Value: 20
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              Value: 2
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            – TitleFull: Global Finance Journal
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