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Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures

dc.contributor.authorEwald, Christian Oliver
dc.contributor.authorHadina, Jelena
dc.contributor.authorHaugom, Erik
dc.contributor.authorLien, Gudbrand
dc.contributor.authorStørdal, Ståle
dc.contributor.authorYahya, Muhammad
dc.date.accessioned2023-09-13T07:42:13Z
dc.date.available2023-09-13T07:42:13Z
dc.date.created2023-07-28T22:10:58Z
dc.date.issued2023
dc.identifier.issn1544-6123
dc.identifier.urihttps://hdl.handle.net/11250/3089029
dc.language.isoeng
dc.titleSample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
dc.title.alternativeSample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures
dc.typePeer reviewed
dc.typeJournal article
dc.description.versionpublishedVersion
dc.source.journalFinance Research Letters
dc.identifier.doi10.1016/j.frl.2023.103916
dc.identifier.cristin2163905
cristin.ispublishedfalse
cristin.fulltextoriginal
cristin.qualitycode1


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