Stochastic volatility forecasting and risk management
Year of publication: |
2005
|
---|---|
Authors: | Sadorsky, Perry A. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 2, p. 121-135
|
Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Risiko | Risk | Vergleich | Comparison |
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