Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros and Refenes, Apostolos P. (2011): Are realized volatility models good candidates for alternative Value at Risk prediction strategies? Unpublished.
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros and Refenes, Apostolos P. (2011): The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting. Unpublished.
