Show simple item record

dc.contributor.author Cotter, John
dc.date.accessioned 2009-05-26T14:06:37Z
dc.date.available 2009-05-26T14:06:37Z
dc.date.issued 2004
dc.identifier.uri http://hdl.handle.net/10197/1139
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 Publisher's version en
dc.internal.webversions http://www.ucd.ie/bankingfinance/docs/wp/COTTER5.PDF en
dc.status Not peer reviewed en
dc.neeo.contributor Cotter|John|aut|UCD0043


Files in this item

This item appears in the following Collection(s)

Show simple item record

This item is available under the Attribution-NonCommercial-NoDerivs 3.0 Ireland. No item may be reproduced for commercial purposes. For other possible restrictions on use please refer to the publisher's URL where this is made available, or to notes contained in the item itself. Other terms may apply.

If you are a publisher or author and have copyright concerns for any item, please email research.repository@ucd.ie and the item will be withdrawn immediately. The author or person responsible for depositing the article will be contacted within one business day.

Search Research Repository


Advanced Search

Browse