%0 Journal Article %1 Beltratti1999 %A Beltratti, Andrea %A Morana, Claudio %D 1999 %J Journal of Empirical Finance %K Value at risk %N 5 %P 431--455 %T Computing value at risk with high frequency data %U http://www.sciencedirect.com/science/article/B6VFG-405KF8G-2/1/5a6eb7bb2073d6839369e542697299e9 %V 6

@article{Beltratti1999, added-at = {2008-04-23T22:05:04.000+0200}, author = {Beltratti, Andrea and Morana, Claudio}, biburl = {https://www.bibsonomy.org/bibtex/259637112bba3229d2afc95f06fa967b4/smicha}, interhash = {33b5c92983d004efce3c0bd768a2836c}, intrahash = {59637112bba3229d2afc95f06fa967b4}, journal = {Journal of Empirical Finance}, keywords = {Value at risk}, month = Dec, number = 5, pages = {431--455}, timestamp = {2008-04-23T22:07:53.000+0200}, title = {Computing value at risk with high frequency data}, url = {http://www.sciencedirect.com/science/article/B6VFG-405KF8G-2/1/5a6eb7bb2073d6839369e542697299e9}, volume = 6, year = 1999 }