The economic value of volatility timing using a range-based volatility model (Q609837)
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scientific article; zbMATH DE number 5822401
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| English | The economic value of volatility timing using a range-based volatility model |
scientific article; zbMATH DE number 5822401 |
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The economic value of volatility timing using a range-based volatility model (English)
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1 December 2010
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asset allocation
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CARR
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DCC
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economic value
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range
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volatility timing
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0.7586573958396912
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0.7450314164161682
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0.7414623498916626
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0.7404330372810364
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0.7359718084335327
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