Department of Economics and Business Economics

Financial Risk Measurement for Financial Risk Management

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

Standard

Financial Risk Measurement for Financial Risk Management. / Andersen, Torben Gustav; Bollerslev, Tim; Christoffersen, Peter; Diebold, Francis X.

Handbook of the Economics of Finance. ed. / George M. Constantinides; Milton Harris; Rene M. Stulz. Vol. 2, Part B Elsevier, 2013. p. 127–1220.

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

Harvard

Andersen, TG, Bollerslev, T, Christoffersen, P & Diebold, FX 2013, Financial Risk Measurement for Financial Risk Management. in GM Constantinides, M Harris & RM Stulz (eds), Handbook of the Economics of Finance. vol. 2, Part B, Elsevier, pp. 127–1220. https://doi.org/10.1016/B978-0-44-459406-8.00017-2

APA

Andersen, T. G., Bollerslev, T., Christoffersen, P., & Diebold, F. X. (2013). Financial Risk Measurement for Financial Risk Management. In G. M. Constantinides, M. Harris, & R. M. Stulz (Eds.), Handbook of the Economics of Finance (Vol. 2, Part B, pp. 127–1220). Elsevier. https://doi.org/10.1016/B978-0-44-459406-8.00017-2

CBE

Andersen TG, Bollerslev T, Christoffersen P, Diebold FX. 2013. Financial Risk Measurement for Financial Risk Management. Constantinides GM, Harris M, Stulz RM, editors. In Handbook of the Economics of Finance. Elsevier. pp. 127–1220. https://doi.org/10.1016/B978-0-44-459406-8.00017-2

MLA

Andersen, Torben Gustav et al. "Financial Risk Measurement for Financial Risk Management"., Constantinides, George M. Harris, Milton Stulz, Rene M. (editors). Handbook of the Economics of Finance. Chapter 17, Elsevier. 2013, 127–1220. https://doi.org/10.1016/B978-0-44-459406-8.00017-2

Vancouver

Andersen TG, Bollerslev T, Christoffersen P, Diebold FX. Financial Risk Measurement for Financial Risk Management. In Constantinides GM, Harris M, Stulz RM, editors, Handbook of the Economics of Finance. Vol. 2, Part B. Elsevier. 2013. p. 127–1220 https://doi.org/10.1016/B978-0-44-459406-8.00017-2

Author

Andersen, Torben Gustav ; Bollerslev, Tim ; Christoffersen, Peter ; Diebold, Francis X. / Financial Risk Measurement for Financial Risk Management. Handbook of the Economics of Finance. editor / George M. Constantinides ; Milton Harris ; Rene M. Stulz. Vol. 2, Part B Elsevier, 2013. pp. 127–1220

Bibtex

@inbook{f4c6a90a7de64c6283c5ff138ae2ac17,
title = "Financial Risk Measurement for Financial Risk Management",
author = "Andersen, {Torben Gustav} and Tim Bollerslev and Peter Christoffersen and Diebold, {Francis X.}",
year = "2013",
doi = "10.1016/B978-0-44-459406-8.00017-2",
language = "English",
isbn = "9780444594068",
volume = "2, Part B",
pages = "127–1220",
editor = "Constantinides, {George M. } and Milton Harris and Stulz, {Rene M. }",
booktitle = "Handbook of the Economics of Finance",
publisher = "Elsevier",

}

RIS

TY - CHAP

T1 - Financial Risk Measurement for Financial Risk Management

AU - Andersen, Torben Gustav

AU - Bollerslev, Tim

AU - Christoffersen, Peter

AU - Diebold, Francis X.

PY - 2013

Y1 - 2013

U2 - 10.1016/B978-0-44-459406-8.00017-2

DO - 10.1016/B978-0-44-459406-8.00017-2

M3 - Book chapter

SN - 9780444594068

VL - 2, Part B

SP - 127

EP - 1220

BT - Handbook of the Economics of Finance

A2 - Constantinides, George M.

A2 - Harris, Milton

A2 - Stulz, Rene M.

PB - Elsevier

ER -