Decomposing global equity cross-sectional volatility
Jose Menchero and Andrei Morozov
| Year of publication: |
2011
|
|---|---|
| Authors: | Menchero, Jose ; Morozov, Andrei |
| Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 67.2011, 5, p. 58-68
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Risikomaß | Risk measure | Welt | World | 1994-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enth. in: Vol. 67.2011 (Nov./Dez.)=No. 6, S. 11 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009377246