How relevant is volatility forecasting for financial risk managementn

Bibliografiske detaljer
Hovedforfatter:	Christoffersen, Peter F.
Andre forfattere:	Diebold, Francis X.
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1998.
Serier:	NBER working paper series no.6844
Fag:	Risk management > Econometric models. Assets (Accounting) > Prices > Econometric models.