Volatility Trading : What is the Role of the Long-Run Volatility Component?
Year of publication: |
2010
|
---|---|
Authors: | Zhou, Guofu |
Other Persons: | Zhu, Yingzi (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 6, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1596987 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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