Volatility and Correlation

By R. Rebonato. 2004

59 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7514e74e5ce61fcc9cf94dd47adcda6df3cc86f0

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Stacy Williams
2. Mark McDonald
3. Daniel J. Fenn
4. M. A. Porter
5. Sam D. Howison
6. M. Gould
7. Matthias Kirchner

In Finance

1. Stacy Williams
2. Mark McDonald
3. Daniel J. Fenn
4. M. A. Porter
5. Sam D. Howison
6. M. Gould
7. Matthias Kirchner

Citations in the corpus

• Limit order books (2010, background): “For traders who wish to manage their risk exposure, volatility is an important consideration when choosing the assets in which to invest, and, therefore, often forms the basis of optimal portfolio construction (Rebonato 2004).”