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Common Factors Governing VDAX Movements and the Maximum Loss

Matthias Fengler, Wolfgang K. Härdle & Peter Schmidt

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abstract http://papers.ssrn.com/sol3/papers.cfm?abstract_id=798824
   
type journal paper
   
keywords
   
language English
kind of paper journal article
date of appearance 1-1-2002
journal Financial Markets and Portfolio Management
publisher Springer
ISSN 1555-4961
volume of journal 16
number of issue 1
page(s) 16-29
review double-blind review
   
citation Fengler, M., Härdle, W. K., & Schmidt, P. (2002). Common Factors Governing VDAX Movements and the Maximum Loss. Financial Markets and Portfolio Management, 16(1), 16-29.