@unpublished{publication-16437,
	author={Leippold, Markus and Vasiljevic, Nikola},
	doi={10.2139/ssrn.2804702},
	institution={University of Zurich},
	issn={1556-5068},
	number=2804702,
	series={SSRN},
	title={Option-Implied Intra-Horizon Value-at-Risk},
	year=2018,
}