Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I)
Diebold, Francis X, Garcia, René, Jacobs, KrisVolume:
18
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbaa024
Date:
June, 2020
File:
PDF, 81 KB
2020