Open AccessPractical Volatility and Correlation Modeling for Financial Market Risk Management
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Peter Christoffersen,
Francis X. Diebold
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/w11069
Subject(s) - volatility (finance) , risk management , financial market , econometrics , market risk , financial risk , business , correlation , financial economics , economics , finance , mathematics , geometry