Showing 1 - 10 of 25
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001397476
This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management. Evaluation of volatility models is then considered...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010276219
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000954585
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000955132
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000985327
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001655532
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009778514
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003839329
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003671171
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003164285