REFERENCES

C. Alexander (2008a). Market Risk Analysis. Volume I: Quantitative Methods in Finance. Chichester, UK: John Wiley & Sons.

C. Alexander (2008b). Market Risk Analysis. Volume II: Practical Financial Econometrics. Chichester, UK: John Wiley & Sons.

J. E. Freund (1998). Mathematical Statistics. Englewood Cliffs: Pearson U.S. Imports & PHIPEs.

RiskMetrics (1996). RiskMetrics Technical Document, http://www.riskmetrics.com/rmcovv.html.

RiskMetrics (1999). Risk Management—A Practical Guide, http://www.riskmetrics.com/pracovv.html.

RiskMetrics (2001). Return to RiskMetrics: The Evolution of a Standard, http://www.riskmetrics.com/r2rovv.html.

Get Handbook of Finance: Valuation, Financial Modeling, and Quantitative Tools now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.