The economic implications of volatility scaling by the square-root-of-time rule
Craig Ellis and Maike Sundmacher
| Year of publication: |
2009
|
|---|---|
| Authors: | Ellis, Craig ; Sundmacher, Maike |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 147-161
|
| Subject: | Kapitaleinkommen | Capital income | CAPM | Aktienmarkt | Stock market | Volatilität | Volatility | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003830412