Practical Volatility and Correlation Modeling for Financial...

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Practical Volatility and Correlation Modeling for Financial Market Risk Management

Andersen, Torben G., Bollerslev, Tim, Christoffersen, Peter, Diebold, Francis X.
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.651921
File:
PDF, 581 KB
english, 2005
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