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Chapter 15 Volatility and Correlation Forecasting

2006331 citationsBook Chapter

Authors

Torben G. Andersen · Northwestern University

Tim Bollerslev · McGill University

Peter Christoffersen · Duke University

Francis X. Diebold · Center for Interuniversity Research and Analysis on Organizations

Topics & Keywords

Financial Risk and Volatility Modeling Market Dynamics and Volatility Hydrology and Drought Analysis

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Handbook of economic forecasting

DOI: 10.1016/s1574-0706(05)01015-3

Field-Weighted Citation Impact: 41.34

Chapter 15 Volatility and Correlation Forecasting | Researchclopedia