Work

Value at risk, GARCH modelling and the forecasting of hedge fund return volatility

Year: 2007

Type: article

Source: Journal of Derivatives & Hedge Funds

DOI: 10.1057/palgrave.jdhf.1850048

Authors: Roland Füss, Dieter G Kaiser, Zeno Adams

Institution: University of Freiburg

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Albert-Ludwigs-Universität Freiburg

OpenAlex ID: W2043833552

FWCI: 6.506

Cites: 48

Cited by: 46

Related to: 10