Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method
type: Item
instance of: scholarly article
title: Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method
zbMATH Open document ID: 1491.62146
DOI: 10.1080/07474938.2014.932144
author: Moawia Alghalith
published in: Econometric Reviews
publication date: 2022-06-07T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7537816
zbMATH Keywords: investment
zbMATH Keywords: portfolio
zbMATH Keywords: stochastic volatility
zbMATH Keywords: stock
zbMATH Keywords: volatility of volatility
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/07474938.2014.932144
OpenAlex ID: W2074564430
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description: scientific article; zbMATH DE number 7537816