Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I)

Autor:	Kris Jacobs, René Garcia, Francis X. Diebold
Rok vydání:	2020
Předmět:	Economics and Econometrics business.industry Financial economics Financial market Economics Volatility (finance) business Finance Risk management
Zdroj:	Journal of Financial Econometrics. 18:471-472
ISSN:	1479-8417 1479-8409
DOI:	10.1093/jjfinec/nbaa024
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::972832dabf27e1c7ac2752ab461473b5 https://doi.org/10.1093/jjfinec/nbaa024 Zobrazit plný text záznamu