Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
Under the impact of both increasing credit pressure and low economic returns characterizing developed countries, investment levels have decreased over recent years. Moreover, the recent turbulence caused by the COVID-19 crisis has accelerated the latter process. Within this scenario, we consider the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-02-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/9/2/33 |