Diebold, Francis X. - 2012
Under Conditions of Risk," Journal of Finance, 19, 425-442. -- Shephard, N. (2005), Stochastic Volatility: Selected Readings … (2006), "Practical Volatility and Correlation Modeling for Financial Market Risk Management," In M. Carey and R. Stulz (eds … academic research articles one should know in risk measurement and management. Through his central position in financial …