Volatility filters for FX portfolios trading : the impact of alternative volatility models
Jia Miao and Christian L. Dunis
| Year of publication: |
2006
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|---|---|
| Authors: | Miao, Jianjun ; Dunis, Christian |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 6, p. 389-394
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| Subject: | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| 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/10003397275