Work

Volatility and Correlation Forecasting

Year: 2006

Type: article

Source: Handbook of economic forecasting

Authors: Torben G. Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold

Institution: Northwestern University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2140824779

FWCI: 5.671

Cites: 323

Cited by: 87

Related to: 10