How relevant is volatility forecasting for financial risk managementn

Bibliografiska uppgifter
Huvudupphovsman:	Christoffersen, Peter F.
Övriga upphovsmän:	Diebold, Francis X.
Materialtyp:	Bok
Språk:	English
Publicerad:	Cambridge National Bureau of Economic Research 1998.
Serie:	NBER working paper series no.6844
Ämnen:	Risk management > Econometric models. Assets (Accounting) > Prices > Econometric models.