How Relevant is Volatility Forecasting for Financial Risk Management?
- 期刊名称Review of Economics and Statistics
- 作者Christoffersen, Peter F.; Diebold, Francis X.
- 卷第82卷
- 期第1期
- 印刷ISSN0034-6535
- 电子ISSN1530-9142
- 文件大小228.91KB
- 发表时间2000-02
- DOI10.1162/003465300558597
- 页码12-22
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