Predictive modeling, volatility, and risk management in financial markets : in memory of Peter F. Christoffersen, part I, introduction
Year of publication: |
2020
|
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Authors: | Diebhold, Francis X. ; Garcia, René ; Jacobs, Kris |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 3, p. 471-472
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Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Risikomanagement | Risk management |
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