Practical Volatility and Correlation Modeling for Financial Market Risk Management

Torben G Andersen, Tim Bollerslev, Peter F Kristoffersen, Francis X Diebold

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationThe Risks of Financial Institutions
EditorsMark Carey, René M Stutz
Place of PublicationChicago
PublisherUniversity of Chicago Press
StatePublished - 2006

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