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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Elkamhi, Redouane"
~subject:"ARCH model"
~type_genre:"Graue Literatur"
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
Persistent link: https://www.econbiz.de/10002636128
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