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~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~type_genre:"Aufsatz im Buch"
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Caporale, Guglielmo Maria
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Forecasting volatility in the financial markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
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ECONIS (ZBW)
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The underlying dynamics of credit correlations
Berd, Arthur
;
Engle, Robert F.
;
Voronov, Artem
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003918664
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What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
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