Open AccessAn Empirical Study on Investment Performance using Properties of Realized Range-Based Volatility and Firm-Specific Volatility
Author(s) -
변영태
Publication year - 2014
Publication title -
management and information systems review
Language(s) - English
Resource type - Journals
eISSN - 2733-4767
pISSN - 1598-2459
DOI - 10.29214/damis.2014.33.5.014
Subject(s) - volatility (finance) , volatility swap , economics , range (aeronautics) , econometrics , implied volatility , materials science , composite material
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom