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Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk
Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received w...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2014
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4108408/ https://www.ncbi.nlm.nih.gov/pubmed/25054439 http://dx.doi.org/10.1371/journal.pone.0102940 |