Stochastic volatility forecasting and risk management
Perry Sadorsky
| Year of publication: |
2005
|
|---|---|
| Authors: | Sadorsky, Perry A. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 15.2005, 2, p. 121-135
|
| Subject: | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Risiko | Risk | Vergleich | Comparison |
| 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/10002537405