The economic value of volatility timing using a range-based volatility model (Q609837)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The economic value of volatility timing using a range-based volatility model
scientific article

    Statements

    The economic value of volatility timing using a range-based volatility model (English)
    0 references
    0 references
    0 references
    1 December 2010
    0 references
    0 references
    asset allocation
    0 references
    CARR
    0 references
    DCC
    0 references
    economic value
    0 references
    range
    0 references
    volatility timing
    0 references
    0 references