Christoffersen and Diebold, 1997

Christoffersen, P.F. and Diebold, F.X. 1997. How Relevant is Volatility Forecasting for Financial Risk Management? University of Pennsylvania.

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Predicting Market Price and Volatility »Predicting Market Price and Volatility
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Theory »Theory
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Proven Predicability »Proven Predicability
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Christoffersen and Diebold, 1997
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