Range-based Volatility Timing

Reference : Range-based Volatility Timing


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Finance
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/55291

Title :	Range-based Volatility Timing
Language :	English
Author, co-author :	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF) >]
Publication date :	2024
Journal title :	Journal of Portfolio Management
Publisher :	Institutional Investor Systems
Peer reviewed :	Yes
Audience :	International
ISSN :	0095-4918
e-ISSN :	2168-8656
City :	New York
Country :	United States - New York
Target :	Researchers ; Professionals
Permalink :	http://hdl.handle.net/10993/55291

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