Book

Volatility and Correlation: Practical Methods for Financial Applications

Author(s)

Torben Gustav Andersen

Tim Bollerslev

Peter Christoffersen

Francis Diebold

Date Published: 2009
Citations: Andersen, Torben Gustav, Tim Bollerslev, Peter Christoffersen, Francis Diebold. 2009. Volatility and Correlation: Practical Methods for Financial Applications.