Practical volatility and correlation modeling for financial market risk management

Torben G. Andersen ...

Year of publication:	11 Jan. 2005 ; [Elektronische Ressource]
Authors:	Andersen, Torben ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X.
Publisher:	Philadelphia, Pa. : Financial Institutions Center, Wharton School, Univ. of Pennsylvania
Subject:	Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| USA \| United States

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