Current volatility as a measure of market risk
Mikhail Kussy
Year of publication: |
2017
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Authors: | Kussy, Mikhail |
Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises, ISSN 1466-8297, ZDB-ID 2059387-9. - Vol. 20.2017, 4, p. 333-349
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Subject: | volatility | current volatility | economic risk | financial risk | market risk | quantitative measure of market risk | entropy | market price | Japanese candlestick | Volatilität | Volatility | Risiko | Risk | Risikomaß | Risk measure | Japan | Messung | Measurement | Marktrisiko | Market risk | ARCH-Modell | ARCH model | Entropie | Entropy | CAPM | Portfolio-Management | Portfolio selection |
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