Number of items: 1.

Chen, Cathy W. S. and Gerlach, Richard and Hwang, Bruce B. K. and McAleer, Michael (2011) Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico; nº 16, 2011, ] (Unpublished)

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