How relevant is volatility forecasting for financial risk managementn

How relevant is volatility forecasting for financial risk managementn

ग्रंथसूची विवरण
मुख्य लेखक: Christoffersen, Peter F.
अन्य लेखक: Diebold, Francis X.
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 1998.
श्रृंखला:NBER working paper series no.6844
विषय:
Risk management > Econometric models.
Assets (Accounting) > Prices > Econometric models.