Geographical diversification with a World Volatility Index
Year of publication: |
March 2015
|
---|---|
Authors: | Aboura, Sofiane ; Chevallier, Julien |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 30.2015, p. 62-82
|
Subject: | Factor-DCC | World market volatility | Diversification | G20 | Crisis Episodes Detection | Volatilität | Volatility | Welt | World | Diversifikation | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection |
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