Horizon problems and extreme events in financial risk management
Year of publication: |
1998
|
---|---|
Authors: | Christoffersen, Peter F. ; Diebold, Francis X. ; Schuermann, Til |
Published in: |
Economic Policy Review. - Federal Reserve Bank of New York. - 1998, Oct, v.4, no.3, p. 109-118
|
Publisher: |
Federal Reserve Bank of New York |
Subject: | Risk | Forecasting |
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