Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I). (21st September 2020)

Record Type:: Journal Article
Title:: Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I). (21st September 2020)
Main Title:: Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I)
Authors:: Diebold, Francis X
Garcia, René
Jacobs, Kris
Abstract:
Is Part Of:: Journal of financial econometrics. Volume 18:Number 3(2020:Summer)
Journal:: Journal of financial econometrics
Issue:: Volume 18:Number 3(2020:Summer)
Issue Display:: Volume 18, Issue 3 (2020)
Year:: 2020
Volume:: 18
Issue:: 3
Issue Sort Value:: 2020-0018-0003-0000
Page Start:: 471
Page End:: 472
Publication Date:: 2020-09-21
Subjects:: Capital market -- Law and legislation -- Periodicals
Financial institutions -- Law and legislation -- Periodicals
338.544205
Journal URLs:: http://jfec.oxfordjournals.org/ ↗
http://ukcatalogue.oup.com/ ↗
DOI:: 10.1093/jjfinec/nbaa024 ↗
Languages:: English
ISSNs:: 1479-8409
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library DSC - 4984.238000
British Library DSC - BLDSS-3PM
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Ingest File:: 15148.xml