Diebold, Francis X. - 2012
Unknowable in Financial Risk Management: Measurement and Theory Advancing Practice, Chapter 1, Princeton, NJ: Princeton … academic research articles one should know in risk measurement and management. Through his central position in financial …, Correlation and Tails for Systemic Risk Measurement," Manuscript, NYU. -- Campbell, J.Y. and G.B. Tacksler (2003), "Equity …