Realized volatility risk
Year of publication: |
2013
|
---|---|
Authors: | Allen, David Edmund ; McAleer, Michael ; Scharth, Marcel |
Institutions: | Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid |
Subject: | Realized volatility | volatility of volatility | volatility risk | value-at-risk | forecasting | conditional heteroskedasticity |
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