A note on the importance of overnight information in risk management models
Nicholas Taylor
| Year of publication: |
2007
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|---|---|
| Authors: | Taylor, Nicholas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 1, p. 161-180
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| Subject: | Volatilität | Volatility | Informationseffizienz | Informational efficiency | Börsenkurs | Share price | USA | United States | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003403190