Practical Volatility and Correlation Modeling for Financial Market Risk Management

Torben G. Andersen, Tim Bollerslev, Peter Christoffersen & Francis X. Diebold
Published Date
Copyright 2006
ISBN 978-0-226-09285-0
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
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Topics

Financial Economics
Financial Markets

Published From Paper

Practical Volatility and Correlation Modeling for Financial Market Risk Management
- Working Paper
What do academics have to offer market risk management practitioners in financial institutions? Current industry...

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