Bad Environments Good Environments : A Non-Gaussian Asymmetric Volatility Model
Year of publication: |
2019
|
---|---|
Authors: | Bekaert, Geert |
Other Persons: | Engstrom, Eric (contributor) ; Ermolov, Andrey (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (60 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2480691 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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