Article (Scientific journals)
Range-based Volatility Timing
Lehnert, Thorsten
2024In Journal of Portfolio Management
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Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
External co-authors :
no
Language :
English
Title :
Range-based Volatility Timing
Publication date :
2024
Journal title :
Journal of Portfolio Management
ISSN :
2168-8656
Publisher :
Institutional Investor Systems, New York, United States - New York
Peer reviewed :
Peer Reviewed verified by ORBi
Focus Area :
Finance
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since 06 June 2023

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