New methods of estimating stochastic volatility and the stock return
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Abstract
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References listed on IDEAS
- Alghalith, Moawia, 2008. "Recent applications of theory of the firm under uncertainty," European Journal of Operational Research, Elsevier, vol. 186(2), pages 443-450, April.
- Jaksa Cvitanic & Fernando Zapatero, 2004. "Introduction to the Economics and Mathematics of Financial Markets," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262532654, January.
More about this item
Keywords
portfolio; investment; stock; stochastic volatility;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G0 - Financial Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-02-13 (All new papers)
- NEP-ECM-2010-02-13 (Econometrics)
- NEP-ETS-2010-02-13 (Econometric Time Series)
- NEP-ORE-2010-02-13 (Operations Research)
- NEP-RMG-2010-02-13 (Risk Management)
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