Practical Volatility and Correlation Modeling for Financial Market Risk Management
收藏NBER2005-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11069
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资源简介：
What do academics have to offer market risk management practitioners in financial institutions? Current industry practice largely follows one of two extremely restrictive approaches: historical simulation or RiskMetrics. In contrast, we favor flexible methods based on recent developments in
提供机构：
美国国家经济研究局
创建时间：
2005-01-01
