Risk everywhere : modeling and managing volatility
Tim Bollerslev, Benjamin Hood, John Huss, Lasse Heje Pedersen
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Bollerslev, Tim ; Hood, Benjamin ; Huss, John ; Pedersen, Lasse Heje |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 7, p. 2729-2773
|
| Subject: | Volatilität | Volatility | Wertpapier | Securities | Risiko | Risk | Transaktionskosten | Transaction costs | Dauer | Duration | Prognoseverfahren | Forecasting model | Elektronisches Handelssystem | Electronic trading | USA | United States | 1994-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhy041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011927185