The determinants of volatility timing performance
Year of publication: |
2023
|
---|---|
Authors: | Taylor, Nicholas |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 4, p. 1228-1257
|
Subject: | financial forecasting | forecasting skill | performance fees | risk preference | volatility timing | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Risikopräferenz | Risk attitude |
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