FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Pacurar, Maria »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 1 to 2 of 2
Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange
Dionne, Georges; Duchesne, Pierre; Pacurar, Maria
Issue Date : 2005-12

Liquidity-adjusted Intraday Value at Risk Modeling and Risk Management: an Application to Data from Deutsche Börse
Dionne, Georges; Pacurar, Maria; Zhou, Xiaozhou
Issue Date : 2014-03

Showing results 1 to 2 of 2

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016