Volatility trading : what is the role of the long-run volatility component?
Guofu Zhou and Yingzi Zhu
| Year of publication: |
2012
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|---|---|
| Authors: | Zhou, Guofu ; Zhu, Yingzi |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 2, p. 273-307
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| Type of publication: | Article |
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| 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/10009672587