How Relevant is Volatility Forecasting for Financial Risk Management?
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/003465300558597
Reference34 articles.
1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
2. Financial Risk Management by Insurers: An Analysis of the Process
3. ARCH modeling in finance
4. A continuous time approach to the pricing of bonds
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