Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach

Ólan Henry, Nilss Olekalns and Kalvinder Shields

Chapter 18 in Handbook of Research Methods and Applications in Empirical Finance, 2013, pp 457-476 from Edward Elgar Publishing

Abstract: This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
Date: 2013
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