The cross-market index for volatility surprise
Date
2014-02Dewey
Economie financièreSujet
cross-market index; Factor-DCC; volatility surprise; asset managementJEL code
C.C2.C22; C.C3.C32; C.C5.C51; C.C5.C58; G.G1.G10; G.G1.G12; G.G1.G14Journal issue
Journal of Asset ManagementVolume
15Number
1Publication date
02-2014Article pages
7-23Publisher
Palgrave MacmillanCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]
Chevallier, Julien
status unknown