How Relevant is Volatility Forecasting for Financial Risk Management?
Year of publication: |
1998-12
|
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Authors: | Christoffersen, Peter F. ; Diebold, Francis |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Review of Economics and Statistics, Vol. 82 (2000): 12-23. Number 6844 |
Classification: | G1 - General Financial Markets ; C5 - Econometric Modeling |
Source: |
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