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Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation

Bibliographic reference Coroneo, Laura ; Veredas, David. Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation. CORE Discussion Papers ; 2006/77 (2006)
Permanent URL http://hdl.handle.net/2078.1/4530