Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
. Section 6 extends the discussion to the multivariate
problem of forecasting conditional covariances and correlations, and …´s Research Fellow Program or members of one of the Center´s Research Pro-
jects.
If you would like to know more about the Center … from the use of volatility forecasts in portfolio allocation to
density forecasting in risk management. Sections 3, 4 and …