Volatility forecasts and the profitability of automated trading strategies
Year of publication: |
2005
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Authors: | Dockner, Engelbert J. ; Strobl, Günter |
Published in: |
Optimal control and dynamic games : applications in finance, management science and economics ; [This volume is proudly dedicated by its editors and contributors to Professor Suresh P. Sethi...]. - Dordrecht [u.a.] : Springer, ISBN 0-387-25805-1. - 2005, p. 121-139
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Subject: | Volatilität | Volatility | Rentabilität | Profitability | Prognoseverfahren | Forecasting model | Elektronisches Handelssystem | Electronic trading |
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