An edition of How relevant is volatility forecasting for financial risk management? (1998)

How relevant is volatility forecasting for financial risk management?

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How relevant is volatility forecasting for fi ...
Peter F. Christoffersen, Peter ...
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Last edited by WorkBot
January 22, 2010 | History
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An edition of How relevant is volatility forecasting for financial risk management? (1998)

How relevant is volatility forecasting for financial risk management?

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
25

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Subjects

Econometric models, Prices, Risk management, Assets (Accounting), Forecasting
Edition Availability
Cover of: How relevant is volatility forecasting for financial risk management?
How relevant is volatility forecasting for financial risk management?
1998, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"December 1998."

JEL no. G1, C5.

Includes bibliographical references (p. 18-20).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 6844, Working paper series (National Bureau of Economic Research) -- working paper no. 6844.
Other Titles
Volatility forecasting for financial risk management

Classifications

Library of Congress
HB1 .W654 no. 6844

The Physical Object

Pagination
25 p. :
Number of pages
25

ID Numbers

Open Library
OL22400661M

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January 22, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page