The notion of volatility is ubiquitous in all areas of social sciences including economics, finance, insurance, and management. The modeling, inference, and forecast of volatility is by all means of paramount importance. The journal of Decision in Economics and Finance is thus introducing a special issue on quantitative developments in financial volatility in order to promote and advance the already growing scientific publications as well as to provide deeper theoretical results and implementation tools on financial volatility, for both academics and practitioners.
|Titolo:||Quantitative developments in financial volatility—theory and practice|
|Anno di registrazione:||2019|
|Autori di Ateneo:|
|Autori:||Elisa Alòs, Maria Elvira Mancino, Tai Ho wang|
|Appare nelle tipologie:||1c - Abstract su rivista|