How Useful is Intraday Data for Evaluating Daily Value-at-Risk? Evidence from Three Euro Rates

David Gordon McMillan, A Speight, K Evans

    Research output: Contribution to journalArticlepeer-review

    Original languageEnglish
    Pages (from-to)488-503
    JournalJournal of Multinational Financial Management
    Volume18
    Publication statusPublished - 2008

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