Practical Volatility and Correlation Modeling for Financial Market Risk Management
Andersen, Torben G., Bollerslev, Tim, Christoffersen, Peter, Diebold, Francis X.Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.651921
File:
PDF, 581 KB
english, 2005