Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach

This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

MoreLess

Authors:	Henry, Ólan T. ; Olekalns, Nilss ; Shields, Kalvinder K.
Published in:	Handbook of Research Methods and Applications in Empirical Finance.
Subject:	Economics and Finance \| Research Methods

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011175935