The term structure of risk, the role of known and unknown risks, and nonstationary distributions
Riccardo Colacito and Robert F. Engle
| Year of publication: |
2010
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|---|---|
| Authors: | Colacito, Riccardo ; Engle, Robert F. |
| Published in: |
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice. - Princeton, NJ [u.a.] : Princeton Univ. Press, ISBN 978-0-691-12883-2. - 2010, p. 59-73
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| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003991894