Volatility forecasting for mutual fund portfolios
Year of publication: |
2011
|
---|---|
Authors: | Jones, Samuel Kyle |
Published in: |
North American journal of finance and banking research. - Mansfield Center, Conn. : Global Business Investments and Publications, ISSN 1933-3447, ZDB-ID 2491139-2. - Vol. 5.2011, 5, p. 13-22
|
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
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