Robustness of stable volatility strategies
Branger, Nicole; Mahayni, Antje; Zieling, Daniel
- 期刊名称Journal of Economic Dynamics and Control
- 作者Branger, Nicole; Mahayni, Antje; Zieling, Daniel
- 卷第60卷
- 印刷ISSN0165-1889
- 文件大小491.45KB
- 发表时间2015-11
- DOI10.1016/j.jedc.2015.08.007
- 页码134-151