Robustness of Stable Volatility Strategies
Year of publication: |
2015
|
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Authors: | Branger, Nicole |
Other Persons: | Mahayni, Antje Brigitte (contributor) ; Zieling, Daniel (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Robustes Verfahren | Robust statistics | ARCH-Modell | ARCH model | Spieltheorie | Game theory |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 29, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2533389 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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