Risk Everywhere: Modeling and Managing Volatility

Tim Bollerslev, Benjamin Hood, John Huss, Lasse Heje Pedersen

Publikation: Working paperForskning

OriginalsprogEngelsk
Udgivelses stedLondon
UdgiverCentre for Economic Policy Research
Sider57
StatusUdgivet - 2018
NavnCentre for Economic Policy Research. Discussion Papers
NummerDP12687
ISSN0265-8003

Emneord

  • Market and volatility risk
  • High-frequency data
  • Realized volatility
  • Risk modeling and forecasting
  • Volatility trading
  • Risk targeting
  • Realized utility

Citationsformater