@misc{AndersenBollerslevChristoffersenetal.2005,
  author    = {Torben G. Andersen and Tim Bollerslev and Peter F. Christoffersen and Francis X. Diebold},
  title     = {Practical volatility and correlation modeling for financial market risk management},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,02},
  number    = {January 11, 2005},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2005, 02},
  type      = {workingpaper},
  year        = {2005},
}