New methods of estimating volatility and returns
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/content/pdf/10.1057/jam.2011.34.pdf
Reference7 articles.
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2. Alghalith, M. (2009) A new stochastic factor model: General explicit solutions. Applied Mathematics Letters 22 (12): 1852–1854.
3. Carr, P. and Hirsa, A. (2007) Forward evolutions equations for knock-out options. In: M. Fu, R. Jarrow, J.-Y. Yen and R. Elliott (eds.) Advances in Mathematical Finance. Boston, MA: Birkhauser, pp. 195–218.
4. Cvitanic, J. and Zapatero, F. (2004) Introduction to the Economics and Mathematics of Financial Markets. Cambridge, MA: MIT Press.
5. Ferulano, R. (2009) A mixed historical formula to forecast volatility. Journal of Asset Management 10 (2): 124–136.
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Man versus math: Behaviorist exploration of post-crisis non-banking asset management;Journal of Asset Management;2012-08-23
2. New methods of estimating volatility and returns: Revisited;Journal of Asset Management;2012-08-23
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