Comparison of volatility measures : a risk management perspective
Year of publication: |
2010
|
---|---|
Authors: | Brownlees, Christian ; Gallo, Giampiero M. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 8.2010, 1, p. 29-56
|
Subject: | Risikomanagement | Risk management | Volatilität | Volatility | Messung | Measurement | Welt | World | Vergleich | Comparison |
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