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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10197/1139
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| Title: | Absolute return volatility |
| Author: | Cotter, John |
| Date: | 2004 |
| Publisher: | University College Dublin. School of Business. Centre for Financial Markets |
| Series or research strand: | Centre for Financial Markets working paper series
WP-04-11 |
| Type of material: | Working Paper |
| Abstract: | In recent years the finance industry from an academic and practitioner perspective has
placed heavy emphasis on the analysis of volatility models. This is understandable
given the importance that volatility plays for these agents and the fact that it is not
directly observable representing somewhat of a holy grail. In particular, volatility
modelling feeds directly into risk management practices. |
| Web link to reference this item: | http://hdl.handle.net/10197/1139 |
| Subject Heading: | Analysis of variance; Financial risk management; Rate of return--Mathematical models; |
| Other web versions: | Publisher's version |
| Status of Item: | Not peer reviewed |
| Availability: | Full text available |
| Appears in Collections: | Economists Online Collection & RePEc
Centre for Financial Markets Working Papers
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