Volatility forecasting for risk management
Year of publication: |
2003
|
---|---|
Authors: | Brooks, Chris ; Persand, Gita |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 22.2003, 1, p. 1-22
|
Subject: | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Großbritannien | United Kingdom |
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