Dynamic volatility management: from conditional volatility to realized volatility

Rongju Zhang, Nicolas Langrené (), Yu Tian and Zili Zhu
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Rongju Zhang: Monash University [Melbourne]
Nicolas Langrené: CSIRO - Commonwealth Scientific and Industrial Research Organisation [Australia]

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Date: 2019-09
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Published in Journal of Investment Strategies, 2019, ⟨10.21314/JOIS.2019.109⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02909380

DOI: 10.21314/JOIS.2019.109

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