Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
No. 2005/02
Practical Volatility and Correlation Modeling
for Financial Market Risk Management …@sas.upenn.edu
CFS Working Paper No. 2005/02
Practical Volatility and Correlation Modeling for
Financial Market Risk Management …
Abstract:
What do academics have to offer market risk management practitioners in financial
institutions? Current industry …