%0 Journal Article %1 journals/eor/MengT20 %A Meng, Xiaochun %A Taylor, James W. %D 2020 %J Eur. J. Oper. Res. %K dblp %N 1 %P 191-202 %T Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data. %U http://dblp.uni-trier.de/db/journals/eor/eor280.html#MengT20 %V 280

@article{journals/eor/MengT20, added-at = {2020-02-21T00:00:00.000+0100}, author = {Meng, Xiaochun and Taylor, James W.}, biburl = {https://www.bibsonomy.org/bibtex/2ee2e40eec8adec15fff75af7f145d96b/dblp}, ee = {https://doi.org/10.1016/j.ejor.2019.07.011}, interhash = {030c95a44fad430351c7775b900963fe}, intrahash = {ee2e40eec8adec15fff75af7f145d96b}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {191-202}, timestamp = {2020-02-22T12:30:11.000+0100}, title = {Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor280.html#MengT20}, volume = 280, year = 2020 }