00950nam0-22003011i-450-99000791885040332120041021121028.0000791885FED01000791885(Aleph)000791885FED0100079188520040920d1999----km-y0itay50------baengITa-------001yyComputing value at risk with high frequency dataA. Beltratti, C. MoranaMilanoUniversità commerciale Luigi Bocconi199940 p.21 cmQuaderni di ricercaCentro di economia monetaria e finanziaria Paolo Baffi133Beltratti,Andrea<1959- >115285Morana,Claudio121352ITUNINARICAUNIMARCBK990007918850403321Paper 1/133SESSESComputing value at risk with high frequency data669449UNINA