Volatility and stock prices: Implications from a production model of asset pricing (Q5940744)
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scientific article; zbMATH DE number 1634879
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Volatility and stock prices: Implications from a production model of asset pricing |
scientific article; zbMATH DE number 1634879 |
Statements
Volatility and stock prices: Implications from a production model of asset pricing (English)
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20 August 2001
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CEV diffusion process
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returns to scale
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return volatility
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0.9262425
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0.8773926
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0.8711498
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0.8638534
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0.86291146
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0.8623331
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0.86075926
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0.85881543
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0.8582823
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