How relevant is volatility forecasting for financial risk management?
By: Peter F. Christofferson, Francis X. Diebold.
Contributors: Diebold, Francis X., 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6844; Working paper series (National Bureau of Economic Research) -- working paper no. 6844.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 25
Subjects: Risk management -- Econometric models.; Assets (Accounting) -- Prices -- Forecasting -- Econometric models.
Other titles: Volatility forecasting for financial risk management
Notes: "December 1998."

JEL no. G1, C5.

Includes bibliographical references (p. 18-20).

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Electronic version available via the Internet at the NBER World Wide Web site.