Volatility Forecasting for Low-Volatility Investing
Year of publication: |
[2022]
|
---|---|
Authors: | Conrad, Christian ; Kleen, Onno |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Derivat | Derivative |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 10, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4158925 [DOI] |
Classification: | C22 - Time-Series Models ; c55 ; c58 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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