Financial Risk Measurement for Financial Risk Management

Handbook of the Economics of Finance

Volumn 2, Issue PB, 2013, Pages 1127-1220

  Andersen, Torben G ^a   Bollerslev, Tim ^b   Christoffersen, Peter F ^c   Diebold, Francis X ^d  

^a NORTHWESTERN UNIVERSITY   (United States)

^b DUKE UNIVERSITY   (United States)

^c UNIVERSITY OF TORONTO   (Canada)

^d UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

GARCH; Market risk; Volatility

Indexed keywords

EID: 84873440169     PISSN: 15740102     EISSN: None     Source Type: Book Series    
DOI: 10.1016/B978-0-44-459406-8.00017-2     Document Type: Chapter

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