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HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RlSK MANAGEMENT?
Christoffersen, Peter F.; Diebold, Francis X. - 1998
Persistent link: https://www.econbiz.de/10006990633
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VOLATILITY FORECASTING
Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - 2005
Persistent link: https://www.econbiz.de/10006960219
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FINANCIAL ASSET RETURNS, DIRECTION-OF-CHANGE FORECASTING, AND VOLATILITY DYNAMICS
Christoffersen, Peter F.; Diebold, Francis X. - 2003
Persistent link: https://www.econbiz.de/10006966768
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PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - 2005
Persistent link: https://www.econbiz.de/10006956030