HOW RELEVANT IS VOLATILITY FORECASTING FOR FINANCIAL RlSK MANAGEMENT?
Year of publication: |
1998
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Authors: | Christoffersen, Peter F. ; Diebold, Francis X. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1998, 6844, p. 6844
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