@unpublished{brautigam:hal-01791026, TITLE = {{Predicting risk with risk measures : an empirical study}}, AUTHOR = {Br{\"a}utigam, Marcel and Dacorogna, Michel and Kratz, Marie}, URL = {https://essec.hal.science/hal-01791026}, NOTE = {working paper or preprint}, HAL_LOCAL_REFERENCE = {ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l'ESSEC. ISSN : 1291-9616. WP 1803}, YEAR = {2018}, MONTH = Feb, KEYWORDS = {risk measure ; sample quantile process ; stochastic model ; VaR ; volatility}, PDF = {https://essec.hal.science/hal-01791026/file/WP1803.pdf}, HAL_ID = {hal-01791026}, HAL_VERSION = {v1}, }