Financial Risk Measurement and Management
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Financial Risk Measurement and Management

Francis X. Diebold

This authoritative research review charts the origins, development, and current frontiers of financial risk management. It emphasizes the role for risk management created by real-world market imperfections, and progresses to consider stochastic financial modeling, the failure of ‘normality’, and time-varying volatility.
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Review Article

Francis X. Diebold

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