Forecasting increases in the VIX : a timevarying long volatility hedge for equities
A. E. Clements; J. Fuller
| Year of publication: |
2012
|
|---|---|
| Authors: | Clements, Adam ; Fuller, Joanne |
| Publisher: |
[S.l.] : National Centre for Econometric Research |
| Subject: | Wertpapier | Securities | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Hedging |
| Extent: | Online-Ressource (23 S.) |
|---|---|
| Series: | NCER working paper series. - [S.l.] : [s.n.], ZDB-ID 2451015-4. - Vol. 88 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009665912