VOLATILITY AND RISK

被引:0
|
作者
STROHMAYER, HF
机构
关键词
D O I
暂无
中图分类号
TQ [化学工业];
学科分类号
0817 ;
摘要
引用
收藏
页码:5 / 5
页数:1
相关论文
共 50 条
  • [21] Risk and Volatility: A Differential View
    Ray, Korok
    JOURNAL OF INVESTING, 2016, 25 (04): : 27 - 33
  • [22] THE LIMITED RELEVANCE OF VOLATILITY TO RISK
    KOSMICKE, R
    JOURNAL OF PORTFOLIO MANAGEMENT, 1986, 13 (01): : 18 - 20
  • [23] Volatility, risk modeling and utility
    Nwogugu, Michael
    APPLIED MATHEMATICS AND COMPUTATION, 2006, 182 (02) : 1749 - 1754
  • [24] Volatility forecasting for risk management
    Brooks, C
    Persand, G
    JOURNAL OF FORECASTING, 2003, 22 (01) : 1 - 22
  • [25] Asymmetric Realized Volatility Risk
    Allen, David E.
    McAleer, Michael
    Scharth, Marcel
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2014, 7 (02): : 80 - 109
  • [26] Pricing of Volatility Risk in REITs
    DeLisle, R. Jared
    Price, S. McKay
    Sirmans, C. F.
    JOURNAL OF REAL ESTATE RESEARCH, 2013, 35 (02) : 223 - 248
  • [27] Systematic risk and volatility skew
    Tzang, Shyh-Weir
    Wang, Chou-Wen
    Yu, Min-Teh
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 43 : 72 - 87
  • [28] Volatility risk and economic welfare
    Xu, Shaofeng
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 80 : 17 - 33
  • [29] Sovereign default risk and volatility
    Daude, Christian
    ECONOMICS LETTERS, 2012, 114 (01) : 47 - 50
  • [30] Historic risk and implied volatility
    Dicle, Mehmet F.
    Levendis, John
    GLOBAL FINANCE JOURNAL, 2020, 45