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A benchmark for measuring bias in estimated daily value at risk

, and . International Review of Financial Analysis, 11 (1): 85--100 (2002)

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A benchmark for measuring bias in estimated daily value at risk, and . International Review of Financial Analysis, 11 (1): 85--100 (2002)Estimating daily volatility in financial markets utilizing intraday data, and . Journal of Empirical Finance, 9 (5): 551--562 (December 2002)