High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions
PloS one, 2024-05, Vol.19 (5), p.e0303962-e0303962 [Peer Reviewed Journal]Copyright: © 2024 Wei Kuang. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2024 Public Library of Science ;2024 Wei Kuang 2024 Wei Kuang ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0303962 ;PMID: 38776290
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