On Volatility Scalling in Risk Management

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Title	On Volatility Scalling in Risk Management
Author info	Martin Boďa
Author	Boďa Martin 1984- UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document	AMSE : application of Mathematics and Statistics in Economy : 10th International Scientific Conference August 29-September 1, 2007. S. 18. - Banská Bystrica : Matej Bel University, 2007
Keywords	volatilita volatility square-root-of-time rule
Language	English
Country	Slovak Republic
systematics	336.7
Public work category	AFH
No. of Archival Copy	5904
Catal.org.	BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici
Database	xpca - PUBLIKAČNÁ ČINNOSŤ

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Number of the records: 1