Reference
Robert Engle (New York University), “Volatility, Correlation and Tails for Systemic Risk Measurement”, Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011.
See also
Published in
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, May 19–21, 2011