How relevant is volatility forecasting for financial risk managementn

How relevant is volatility forecasting for financial risk managementn

Bibliographic Details
Main Author: Christoffersen, Peter F.
Other Authors: Diebold, Francis X.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1998.
Series:NBER working paper series no.6844
Subjects:
Risk management > Econometric models.
Assets (Accounting) > Prices > Econometric models.