Book Chapter
Practical Volatility and Correlation Modeling for Financial Market Risk Management
Author(s)
Torben Gustav Andersen
Tim Bollerslev
Peter Christoffersen
Francis Diebold
Date Published:
2006
Citations:
Andersen, Torben Gustav
, Tim Bollerslev, Peter Christoffersen, Francis Diebold. 2006. Practical Volatility and Correlation Modeling for Financial Market Risk Management.