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.