The Economic Value of Distributional Timing
Year of publication: |
2006-11
|
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Authors: | Jondeau, Eric ; Rockinger, Michael |
Subject: | Non-normality | volatility timing | distributional timing | GARCH | portfolio allocation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 06-35 61 pages |
Classification: | G11 - Portfolio Choice ; F37 - International Finance Forecasting and Simulation ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: |
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