Diebold, Francis X. - 2012
, Correlation and Tails for Systemic Risk Measurement," Manuscript, NYU. -- Campbell, J.Y. and G.B. Tacksler (2003), "Equity … academic research articles one should know in risk measurement and management. Through his central position in financial …), January-March, 1-21 -- Robert Engle (2002), 'Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized …