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Financial Risk Measurement for Financial Risk Management
Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
- Torben Gustav Andersen
- Tim Bollerslev
- Peter Christoffersen, Denmark
- Francis X. Diebold, University of Pennsylvania, United States
| Original language | English |
|---|---|
| Title of host publication | Handbook of the Economics of Finance |
| Editors | George M. Constantinides, Milton Harris, Rene M. Stulz |
| Volume | 2, Part B |
| Publisher | Elsevier |
| Publication year | 2013 |
| Pages | 127–1220 |
| Chapter | 17 |
| ISBN (print) | 9780444594068 |
| DOIs | |
| Publication status | Published - 2013 |
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