On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?
نویسندگان
چکیده
منابع مشابه
On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2016
ISSN: 1911-8074
DOI: 10.3390/jrfm9030010