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High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions — Europe PMC PMID:38776290

Source: Europe PMC (en)
Original: https://europepmc.org/article/MED/38776290
DOI: 10.1371/journal.pone.0303962
License (as archived): solo-consultazione
Archived: 2026-10-08T09:29:55.594Z
SHA-256 of the archived text: 7faa0e1b20325ef9253f46c6bacb252a6f7f9b036af4d3e722ddb2ebd2bb193e
Stable URL of this page: https://metraipolis.com/documento/dc_9fc45ea93006

How to cite

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions — Europe PMC PMID:38776290 — Europe PMC (en), https://europepmc.org/article/MED/38776290 (solo-consultazione); archived copy: https://metraipolis.com/documento/dc_9fc45ea93006 (Metraipolis archive dc_9fc45ea93006, sha256 7faa0e1b20325ef9253f46c6bacb252a6f7f9b036af4d3e722ddb2ebd2bb193e)

BibTeX

@misc{dc9fc45ea93006,
  title = {High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions — Europe PMC PMID:38776290},
  howpublished = {Europe PMC (en)},
  url = {https://europepmc.org/article/MED/38776290},
  note = {License solo-consultazione; archived copy https://metraipolis.com/documento/dc_9fc45ea93006; sha256 7faa0e1b20325ef9253f46c6bacb252a6f7f9b036af4d3e722ddb2ebd2bb193e},
  year = {2026}
}

Archived text

The text is not reproduced here: the archive holds it as solo-consultazione (consultation only, no republication). Read it at the original source: https://europepmc.org/article/MED/38776290. Agents can read the archived copy with the MCP tool read_document.