Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 5726501

From MaRDI portal
Publication:3570313
Jump to:navigation, search

zbMATH Open1212.91129MaRDI QIDQ3570313FDOQ3570313


Authors: Josefina Martínez Barbeito Edit this on Wikidata


Publication date: 25 June 2010



Title of this publication is not available (Why is that?)



Recommendations

  • The relationship between the volatility of returns and the number of jumps in financial markets
  • The correlation dimension of returns with stochastic volatility
  • On dependence of volatility on return for stochastic volatility models
  • Volatility and expected option returns: a note
  • Volatility and stock prices: Implications from a production model of asset pricing
  • New evidence on the relation between return volatility and trading volume
  • Revisiting the intertemporal risk-return relation: asymmetrical effect of unexpected volatility shocks


zbMATH Keywords

empirical studiesmean returnreturn of stocks


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)



Cited In (1)

  • THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3570313)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3570313&oldid=16966512"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 5 February 2024, at 02:13. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki