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Research literature, 1 records found
Research literature 1 records found  
61 p, 2.1 MB Trigonometric Adjustment on Relative Volatility / Rodó Vila, Paula ; Montllor i Serrats, Joan, dir. (Universitat Autònoma de Barcelona. Departament d'Empresa) ; Universitat Autònoma de Barcelona. Facultat d'Economia i Empresa
This paper aims to analyse the common linear market risk measures and to propose a complementary non-linear and non-parametric risk measure named TARV. Data and methodology have their own chapter in this paper, but they basically comprise the study of ex post returns of six Exchange Traded Products (ETPs) and two market indexes from 2014 until 2018. [...]
Grau en Economia [1280]
2 documents

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