Author: Bradfield, David
Similar Items: Low volatility alternative equity indices
- Understanding the low volatility anomaly in the South African equity market
- Non-parametric volatility measurements and volatility forecasting models
- Multivariate volatility modelling in modern finance
- Options and volatility effects in South Africa
- Measuring Return and Volatility Interactions Across GCC Equity Indices and Cryptocurrencies
- Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data