Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
| Autor: | Ewald, Christian, Hadina, Jelena, Haugom, Erik, Lien, Gudbrand, Størdal, Ståle, Yahya, Muhammad |
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| Zdroj: | In Finance Research Letters December 2023 58 Part A |
| Databáze: | ScienceDirect |
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