Craig, Ben R.; Glatzer, Ernst; Keller, Joachim G.; … - 2003 - [Elektronische Ressource]
and A S Tay [1998], ”Evaluating Density
Forecasts with Applications to Financial Risk Management”, International Eco … CSchittenkopf (2002), ”GARCHvs. Stochas-
tic Volatility: Option Pricing and Risk Management ”, Journal of Banking & Fi-
nance, Vol …