How relevant is volatility forecasting for financial risk management?:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
1998
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6844 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 25 S. graph. Darst. |
Internformat
MARC
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| 650 | 4 | |a Assets (Accounting) |x Prices |x Forecasting |x Econometric models | |
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Datensatz im Suchindex
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| author | Christoffersen, Peter F. 1967-2018 Diebold, Francis X. 1959- |
| author_GND | (DE-588)128551224 (DE-588)123909104 |
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| id | DE-604.BV012494888 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:28:36Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008482489 |
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| physical | 25 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Christoffersen, Peter F. 1967-2018 Verfasser (DE-588)128551224 aut How relevant is volatility forecasting for financial risk management? Peter F. Christoffersen ; Francis X. Diebold Cambridge, Mass. National Bureau of Economic Research 1998 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6844 Actif (comptabilité) - Prix - Prévision - Modèles économétriques ram Gestion du risque - Modèles économétriques ram Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Risk management Econometric models Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6844 (DE-604)BV002801238 6844 http://papers.nber.org/papers/w6844.pdf kostenfrei Volltext |
| spellingShingle | Christoffersen, Peter F. 1967-2018 Diebold, Francis X. 1959- How relevant is volatility forecasting for financial risk management? National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Actif (comptabilité) - Prix - Prévision - Modèles économétriques ram Gestion du risque - Modèles économétriques ram Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Risk management Econometric models |
| title | How relevant is volatility forecasting for financial risk management? |
| title_auth | How relevant is volatility forecasting for financial risk management? |
| title_exact_search | How relevant is volatility forecasting for financial risk management? |
| title_full | How relevant is volatility forecasting for financial risk management? Peter F. Christoffersen ; Francis X. Diebold |
| title_fullStr | How relevant is volatility forecasting for financial risk management? Peter F. Christoffersen ; Francis X. Diebold |
| title_full_unstemmed | How relevant is volatility forecasting for financial risk management? Peter F. Christoffersen ; Francis X. Diebold |
| title_short | How relevant is volatility forecasting for financial risk management? |
| title_sort | how relevant is volatility forecasting for financial risk management |
| topic | Actif (comptabilité) - Prix - Prévision - Modèles économétriques ram Gestion du risque - Modèles économétriques ram Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Risk management Econometric models |
| topic_facet | Actif (comptabilité) - Prix - Prévision - Modèles économétriques Gestion du risque - Modèles économétriques Ökonometrisches Modell Assets (Accounting) Prices Forecasting Econometric models Risk management Econometric models |
| url | http://papers.nber.org/papers/w6844.pdf |
| volume_link | (DE-604)BV002801238 |
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