£96.17

J.Lindeberg Volatility Analysis and Asset Pricing of Stock Portfolios: an Empirical Approach in Applied Financial Econometrics

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£96.17 £91.36 £93.28 £95.21 £97.13 £99.06 £100.98 13 March 2026 27 March 2026 11 April 2026 26 April 2026 11 May 2026

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Description

Since a vast number of investment funds are available at the market, it may be difficult for investors to figure out which fund might serve their needs the best. Especially in times where the uncertainty in the market increases, it might be even more important to figure out how investment funds response to such volatility shocks. Volatility as a risk measure may not be constant over time, but tight connected to the market risk in contrast. Hence, the exploration of the investment fund's volatility response to shocks in the stock market may give a deeper understanding of what the actual risk of an investor might be.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
03 February 2009
Listed Since
01 February 2010

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