Media type: E-Book Title: Risk modeling with option-implied correlations and score-driven dynamics Contributor: Piña, Marco [VerfasserIn]; Herrera, Rodrigo [VerfasserIn] imprint: Santiago, Chile: Banco Central de Chile, [2021] Published in: Banco Central de Chile: Documentos de trabajo Banco Central de Chile ; 932 Extent: 1 Online-Ressource (circa 28 Seiten); Illustrationen Language: English Keywords: Graue Literatur Origination: Footnote: Access State: Open Access