The Economic Value of Volatility Timing with Realized Jumps
Year of publication: |
2015
|
---|---|
Authors: | Nolte, Ingmar |
Other Persons: | Xu, Qi (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Schätzung | Estimation |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 29, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2406934 [DOI] |
Classification: | c58 ; C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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