How Relevant is Volatility Forecasting for Financial Risk Management?
Christoffersen, Peter F.; Diebold, Francis X.
- 期刊名称SSRN Electronic Journal
- 作者Christoffersen, Peter F.; Diebold, Francis X.
- 电子ISSN1556-5068
- 文件大小246.32KB
- 发表时间1998
- DOI10.2139/ssrn.54001