The geometry of the world of currency volatilities
Year of publication: |
2022
|
---|---|
Authors: | Konstantinov, Gueorgui ; Fabozzi, Frank J. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 1, p. 125-145
|
Subject: | Correlations | Currency management | Currency pairs trading | Currency risk | Geometry | Risk factor | Volatility | Volatilität | Theorie | Theory | Währungsrisiko | Exchange rate risk | Wechselkurs | Exchange rate | Welt | World | Hedging | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
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