Practical Volatility and Correlation Modeling for Financial Market Risk Management
Publication
, Scholarly Edition
Andersen, TG; Bollerslev, T; Christoffersen, P; Diebold, FX
January 2005
Duke Scholars
Publication Date
January 2005
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., Christoffersen, P., & Diebold, F. X. (2005). Practical Volatility and Correlation Modeling for Financial Market Risk Management.
Andersen, Torben G., Tim Bollerslev, Peter Christoffersen, and Francis X. Diebold. “Practical Volatility and Correlation Modeling for Financial Market Risk Management,” January 2005.
Andersen TG, Bollerslev T, Christoffersen P, Diebold FX. Practical Volatility and Correlation Modeling for Financial Market Risk Management. 2005.
Andersen, Torben G., et al. Practical Volatility and Correlation Modeling for Financial Market Risk Management. Jan. 2005.
Andersen TG, Bollerslev T, Christoffersen P, Diebold FX. Practical Volatility and Correlation Modeling for Financial Market Risk Management. 2005.
Publication Date
January 2005