Comparison of Volatility Measures : A Risk Management Perspective
Year of publication: |
2010
|
---|---|
Authors: | Brownlees, Christian T. |
Other Persons: | Gallo, Giampiero M. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Volatilität | Volatility | Messung | Measurement | Welt | World | Vergleich | Comparison |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Econometrics, Vol. 8, Issue 1, pp. 29-56, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Winter 2010 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Comparison of volatility measures : a risk management perspective
Brownlees, Christian, (2010)
-
Model risk in risk models : quantifying statistical uncertainty in active risk
Khang, Kevin, (2021)
-
Stamos, Michael Zisis, (2021)
- More ...
-
Shrinkage estimation of semiparametric multiplicative error models
Brownlees, Christian T., (2011)
-
Intra-daily Volume Modeling and Prediction for Algorithmic Trading
Brownlees, Christian T., (2011)
-
Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures
Barigozzi, Matteo, (2014)
- More ...