Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Home
Publications
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Practical Volatility and Correlation Modeling for Financial Market Risk Management
TA
Torben Andersen
Torben Andersen
TB
Tim Bollerslev
Tim Bollerslev
PC
Peter Christoffersen
Peter Christoffersen
FD
Francis Diebold
Francis Diebold
Publisher Website
Google Scholar
Add to library
Cite
Download
Share
Download
1 January 2005
report
Published by
National Bureau of Economic Research
https://doi.org/10.3386/w11069
Abstract
No abstract available
Cited by 24 articles