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

Bollerslev, T., Hood, B., Huss, J., & Pedersen, L. H. (2018). Risk Everywhere: Modeling and Managing Volatility. (pp. 57). London: Centre for Economic Policy Research. Centre for Economic Policy Research. Discussion Papers, No. DP12687
Bollerslev, Tim ; Hood, Benjamin ; Huss, John ; Pedersen, Lasse Heje. / Risk Everywhere : Modeling and Managing Volatility. London : Centre for Economic Policy Research, 2018. pp. 57 (Centre for Economic Policy Research. Discussion Papers; No. DP12687).
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Bollerslev, T, Hood, B, Huss, J & Pedersen, LH 2018 'Risk Everywhere: Modeling and Managing Volatility' Centre for Economic Policy Research, London, pp. 57.

Risk Everywhere : Modeling and Managing Volatility. / Bollerslev, Tim ; Hood, Benjamin; Huss, John; Pedersen, Lasse Heje.

London : Centre for Economic Policy Research, 2018. p. 57.

Research output: Working paperResearch

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KW - Risk modeling and forecasting

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KW - Risk targeting

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KW - High-frequency data

KW - Realized volatility

KW - Risk modeling and forecasting

KW - Volatility trading

KW - Risk targeting

KW - Realized utility

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Bollerslev T, Hood B, Huss J, Pedersen LH. Risk Everywhere: Modeling and Managing Volatility. London: Centre for Economic Policy Research. 2018, p. 57.