Practical Volatility and Correlation Modeling for Financial Market Risk Management
Published Date
Copyright 2006
ISBN 9780226092850
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Copy CitationTorben G. Andersen, Tim Bollerslev, Peter Christoffersen, and Francis X. Diebold, The Risks of Financial Institutions (University of Chicago Press, 2007), chap. 11, https://www.nber.org/books-and-chapters/risks-financial-institutions/practical-volatility-and-correlation-modeling-financial-market-risk-management.
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