PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Year of publication: |
2005
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2005, 11069
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