How Relevant is Volatility Forecasting for Financial Risk Management?
Year of publication: |
[2008]
|
---|---|
Authors: | Christoffersen, Peter |
Other Persons: | Diebold, Francis X. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: Review of Economics and Statistics |
Other identifiers: | 10.2139/ssrn.184609 [DOI] |
Classification: | C12 - Hypothesis Testing ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for Concordance Ordering
Cebrian, Ana C., (2002)
-
Nonparametric Tests for Positive Quadrant Dependence
Denuit, Michel, (2001)
-
No contagion, only globalization and flight to quality
Brière, Marie, (2012)
- More ...
-
Financial Asset Returns, Market Timing, and Volatility Dynamics
Christoffersen, Peter, (2002)
-
Cointegration and long-horizon forecasting
Christoffersen, Peter F., (1997)
-
Cointegration and long-horizon forecasting
Christoffersen, Peter F., (1997)
- More ...