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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
Persistent link: https://www.econbiz.de/10003350610
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
Persistent link: https://www.econbiz.de/10003350800
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
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2003
Persistent link: https://www.econbiz.de/10003349891
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