How relevant is volatility forecasting for financial risk managementn

Opis bibliograficzny
1. autor:	Christoffersen, Peter F.
Kolejni autorzy:	Diebold, Francis X.
Format:	Książka
Język:	English
Wydane:	Cambridge National Bureau of Economic Research 1998.
Seria:	NBER working paper series no.6844
Hasła przedmiotowe:	Risk management > Econometric models. Assets (Accounting) > Prices > Econometric models.