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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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