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Normal view MARC view ISBD view

How relevant is volatility forecasting for financial risk management?

Christoffersen, Peter F.

How relevant is volatility forecasting for financial risk management? - Cambridge, Mass : National Bureau of Economic Research, 1998 - 25

Subjects--Topical Terms:
RISK MANAGEMENT--ECONOMETRIC MODELS
ASSETS (ACCOUNTING)--PRICES--FORECASTING--ECONOMETRIC MODELS

LC Class. No.: HD61 / C474H

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