Conditional Volatility Targeting
Year of publication: |
2020
|
---|---|
Authors: | Bongaerts, Dion |
Other Persons: | Kang, Xiaowei (contributor) ; Van Dijk, Mathijs A. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Financial Analysts Journal, 2020, 76(4): 54–71 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 17, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3636727 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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