Practical volatility and correlation modeling for financial market risk management

Torben G. Andersen ...

Year of publication:	2005
Authors:	Andersen, Torben ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X.
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| USA \| United States

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