Browsing All of EconStor by Author Summinga-Sonagadu, Ravi
Showing results 1 to 1 of 1
| Year of Publication | Title | Author(s) |
|---|---|---|
| 2019 | Risk model validation: An intraday VaR and ES approach using the multiplicative component GARCH | Summinga-Sonagadu, Ravi; Narsoo, Jason |