How relevant is volatility forecasting for financial risk managementn

Bibliografske podrobnosti
Glavni avtor:	Christoffersen, Peter F.
Drugi avtorji:	Diebold, Francis X.
Format:	Knjiga
Jezik:	English
Izdano:	Cambridge National Bureau of Economic Research 1998.
Serija:	NBER working paper series no.6844
Teme:	Risk management > Econometric models. Assets (Accounting) > Prices > Econometric models.