Volatility forecasting in practice : exploratory evidence from European hedge funds
Max Schreder
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Schreder, Max |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 4, p. 245-258
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| Subject: | Hedge funds | Volatility forecasting in practice | Survey evidence | Hedgefonds | Hedge fund | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-018-0082-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011891184