How relevant is volatility forecasting for financial risk managementn

Manylion Llyfryddiaeth
Prif Awdur:	Christoffersen, Peter F.
Awduron Eraill:	Diebold, Francis X.
Fformat:	Llyfr
Iaith:	English
Cyhoeddwyd:	Cambridge National Bureau of Economic Research 1998.
Cyfres:	NBER working paper series no.6844
Pynciau:	Risk management > Econometric models. Assets (Accounting) > Prices > Econometric models.