@inbook{+2010+167+190,
url = {https://doi.org/10.1515/9781400835294.167},
title = {9. Dynamic Volatilities and Correlations},
booktitle = {Portfolio Risk Analysis},
publisher = {Princeton University Press},
address = {Princeton},
pages = {167--190},
doi = {doi:10.1515/9781400835294.167},
isbn = {9781400835294},
year = {2010},
lastchecked = {2026-04-28}
}