Modeling the volatility-return trade-off when volatility may be nonstationary
Christian M. Dahl; Emma Iglesias
| Year of publication: |
2011
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|---|---|
| Authors: | Dahl, Christian M. ; Iglesias, Emma |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 24935967. - Vol. 3.2011, 1, p. 1-30
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1941-1928.1093 [DOI] |
| Source: |
Persistent link: https://www.econbiz.de/10010029884