Volatility and stock prices: Implications from a production model of asset pricing (Q5940744)
From MaRDI portal
scientific article; zbMATH DE number 1634879
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
20 August 2001
0 references
CEV diffusion process
0 references
returns to scale
0 references
return volatility
0 references