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Practical Volatility and Correlation Modeling for Financial Market Risk Management

Torben Andersen (), Tim Bollerslev (), Peter Christoffersen and Francis Diebold ()

A chapter in The Risks of Financial Institutions, 2007, pp 513-544 from National Bureau of Economic Research, Inc

JEL-codes: G1 (search for similar items in EconPapers)
Date: 2007
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Related works:
Working Paper: Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005) Downloads
Working Paper: Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005) Downloads
Working Paper: Practical Volatility and Correlation Modeling for Financial Market Risk Management (2005) Downloads
Working Paper: Practical volatility and correlation modeling for financial market risk management (2005) Downloads
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