Practical volatility and correlation modeling for financial market risk management
Year of publication: |
2006
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Authors: | Andersen, Torben ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X. |
Published in: |
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]. - Chicago, Ill. [u.a.] : Univ. of Chicago Press, ISBN 978-0-226-09285-0. - 2006, p. 513-548
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Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States |
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben, (2005)
-
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben, (2005)
-
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben, (2005)
- More ...
-
Andersen, Torben, (2005)
-
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben, (2005)
-
Andersen, Torben, (2005)
- More ...