Are news important to predict the Value-at-Risk?
- 期刊名称The European Journal of Finance
- 作者Bernardi, Mauro; Catania, Leopoldo; Petrella, Lea
- 印刷ISSN1351-847X
- 电子ISSN1466-4364
- 文件大小654.01KB
- 发表时间2016-01-11
- DOI10.1080/1351847X.2015.1106959
- 页码1-38
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