On the role of volatility for modelling risk exposure
Jose Olmo
| Year of publication: |
2008
|
|---|---|
| Authors: | Olmo, Jose |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 1.2008, 2, p. 219-234
|
| Subject: | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003822458