The economic value of volatility timing using a range-based volatility model
Ray Yeutien Chou; Nathan Liu
| Year of publication: |
2010
|
|---|---|
| Authors: | Chou, Ray Yeutien ; Liu, Nathan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 34.2010, 11, p. 2288-2301
|
| Subject: | Portfolio-Management | Portfolio selection | 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/10009008880