Conditional volatility targeting
Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk
| Year of publication: |
2020
|
|---|---|
| Authors: | Bongaerts, Dion ; Kang, Xiaowei ; Dijk, Mathijs van |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 76.2020, 4, p. 54-71
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2020.1790853 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313172