An Analysis of Volatility Clustering of Equity Factor Strategies
Year of publication: |
2021
|
---|---|
Authors: | Vojtko, Radovan ; Cisár, Dominik |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3822401 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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