How relevant is volatility forecasting for financial risk management?
Inngår i serie: NBER working paper series (6844)
Bok Engelsk utgitt 1998
Bok Engelsk utgitt 1998
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*001248249 *00520250613174207.0 *007ta *008020430s1998 xxu 000 u eng d *00900764cam a22002177c 4500 *019 $bl *035 $a(EXLNZ-47BIBSYS_NETWORK)990209909014702201 *035 $a(NO-LaBS)15014354(bibid) *035 $a(NO-TrBIB)020990901 *035 $a020990901-47bibsys_network *040 $aNO-TrBIB$bnob$ekatreg *24500$aHow relevant is volatility forecasting for financial risk management? *260 $aCambridge, Mass.$bNBER$c1998 *300 $a25 s. *4901 $aNBER working paper series$v6844 *7001 $aChristoffersen, Peter F.$_50521000 *7001 $aDiebold, Francis X.$_23217700 *7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800 *830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v6844$w999105437124702201$_13074900 *901 $a60 *999 $aoai:nb.bibsys.no:990209909014702202$b2021-11-14T20:02:45Z$z990209909014702202 ^