股票指数、大宗商品和汇率的未来多日风险价值与预期亏损预测：日间数据与日内数据的比较

Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data

• Stavros Degiannakis 通讯
• Artemis Potamia