Predictive Modeling, Volatility, and Risk Management in...

Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I)

Diebold, Francis X, Garcia, René, Jacobs, Kris
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Volume:
18
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbaa024
Date:
June, 2020
File:
PDF, 81 KB
2020
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