University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

Basket volatility and correlation

Matthias Fengler, Peter Schwendner & K.F. Pilz

fulltext etc. no fulltext attached
abstract
   
type book chapter (English)
   
keywords
   
book title Volatility as an Asset Class
date of appearance 2007
publisher Incisive Media (London)
page(s) 95-131
citation Fengler, M., Schwendner, P., & Pilz, K. (2007). Basket volatility and correlation. In Volatility as an Asset Class (pp. 95-131). London: Incisive Media.