Variance risk : a bird's eye view
Fabian Hollstein, Chardin Wese Simen
| Year of publication: |
2020
|
|---|---|
| Authors: | Hollstein, Fabian ; Wese Simen, Chardin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 2, p. 517-535
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| Subject: | Correlation swaps | Return predictability | Return variation | Variance swaps | Swap | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439498