Time-aggregated information and stock price volatility

DOI10.1016/0165-1765(86)90014-5MaRDI QIDQ899782zbMATHOpenAlexFDO

Authors Shin-Ichi Fukuda

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(86)90014-5

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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Cites work

• scientific article; zbMATH DE number 3727971 (Why is no real title available?)
• Note on the Correlation of First Differences of Averages in a Random Chain

Cited in

(1)

• Option pricing methods: an overview

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