Dynamic volatility management: from conditional volatility to realized volatility
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Published:2019
Issue:
Volume:
Page:
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ISSN:2047-1238
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Container-title:Journal of Investment Strategies
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language:
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Short-container-title:JOIS
Author:
Zhang Rongju,Langrene Nicolas,Tian Yu,Zhu Zili
Publisher
Infopro Digital Services Limited
Subject
Strategy and Management,General Economics, Econometrics and Finance