Cross-market volatility index with Factor-DCC
Date
2015-12Dewey
Economie financièreSujet
Cross-market index; Factor-DCC; Volatility surprise; Asset managementJEL code
C.C3.C32; G.G0.G01; F.F1.F15Journal issue
International Review of Financial AnalysisVolume
42Publication date
12-2015Article pages
132–140Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Aboura, Sofiane
1032 Dauphine Recherches en Management [DRM]
Chevallier, Julien
status unknown