Risk Everywhere: Modeling and Managing Volatility

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

Research output: Working paperResearch

Original languageEnglish
Place of PublicationLondon
PublisherCentre for Economic Policy Research
Pages57
Publication statusPublished - 2018
SeriesCentre for Economic Policy Research. Discussion Papers
NumberDP12687
ISSN0265-8003

Keywords

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

Cite this