A variance frontier model of market volatility: an empirical application (Q4848440)
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scientific article; zbMATH DE number 797218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variance frontier model of market volatility: an empirical application |
scientific article; zbMATH DE number 797218 |
Statements
A variance frontier model of market volatility: an empirical application (English)
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17 September 1995
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variance frontier models
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market volatility
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skewness
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asymmetry
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