Show simple item record Cotter, John 2009-05-26T14:06:37Z 2009-05-26T14:06:37Z 2004
dc.description.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. en
dc.description.sponsorship CPA; University College Dublin en
dc.format.extent 220723 bytes
dc.format.mimetype application/pdf
dc.language.iso en en
dc.publisher University College Dublin. School of Business. Centre for Financial Markets en
dc.relation.ispartofseries Centre for Financial Markets working paper series en
dc.relation.ispartofseries WP-04-11 en
dc.subject.lcsh Analysis of variance en
dc.subject.lcsh Financial risk management en
dc.subject.lcsh Rate of return--Mathematical models en
dc.title Absolute return volatility en
dc.type Working Paper en
dc.internal.authorid UCD0043
dc.internal.availability Full text available en
dc.internal.webversions en
dc.status Not peer reviewed en
dc.neeo.contributor Cotter|John|aut|UCD0043

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