Pricing Central Tendency in Volatility
نویسندگان
چکیده
منابع مشابه
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Expected future volatility plays a central role in finance theory. Consequently, accurate estimation of this parameter is crucial to meaningful financial decision-making. Researchers generally on the past behavior of asset prices to estimate volatility, relating movements in volatility value with prior volatility and/or variables in the investors' information set. These procedures are by nature...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2012
ISSN: 1556-5068
DOI: 10.2139/ssrn.2075735