Covariance and Correlation Swaps for Financial Markets with Markov-Modulated Volatilities
Year of publication: |
2017
|
---|---|
Authors: | Salvi, Giovanni |
Other Persons: | Swishchuk, Anatoliy V. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Korrelation | Correlation | Finanzmarkt | Financial market | Swap | Theorie | Theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2103304 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Covariance and correlation swaps for financial markets with Markov-modulated volatilities
Salvi, Giovanni, (2014)
-
International swap market contagion and volatility
Azad, A. S. M. Sohel, (2015)
-
Salvi, Giovanni, (2012)
- More ...
-
Salvi, Giovanni, (2012)
-
COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES
SALVI, GIOVANNI, (2014)
-
Salvi, Giovanni, (2012)
- More ...