Volatility timing: How best to forecast portfolio exposures
Year of publication: |
2013
|
---|---|
Authors: | Clements, A. ; Silvennoinen, A. |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 24.2013, C, p. 108-115
|
Publisher: |
Elsevier |
Subject: | Volatility | Utility | Portfolio allocation | Realized volatility | MIDAS |
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