Measuring the relationship between intraday returns, volatility spill-overs and market beta during financial distress / Wayne Peter Brewer
The modelling of volatility has long been seminal to finance and risk management in general, as it provides information on the spread of portfolio returns. In order to reduce the overall volatility of a stock portfolio, modern portfolio theory (MPT), within an efficient market hypothesis (EMH) frame...
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| Language: | en |
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2014
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| Online Access: | http://hdl.handle.net/10394/10503 |