Auflistung Wirtschaftswissenschaftliche Fakultät nach Schlagwort "realized volatility"

Auflistung Wirtschaftswissenschaftliche Fakultät nach Schlagwort "realized volatility"

Sortiert nach: Sortierung: Ergebnisse:

  • Estimating the volatility of asset pricing factors 
    Becker, Janis; Leschinski, Christian (New York, NY : Wiley Interscience, 2020)
    Models based on factors such as size or value are ubiquitous in asset pricing. Therefore, portfolio allocation and risk management require estimates of the volatility of these factors. While realized volatility has become ...
  • The memory of volatility 
    Wenger, Kai R.; Leschinski, Christian H.; Sibbertsen, Philipp (Springield : AIMS Press, 2018)
    The focus of the volatility literature on forecasting and the predominance of the conceptually simpler HAR model over long memory stochastic volatility models has led to the fact that the actual degree of memory estimates ...

Suche im Repositorium


Durchblättern

Mein Nutzer/innenkonto

Nutzungsstatistiken