Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356)
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scientific article; zbMATH DE number 7537816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method |
scientific article; zbMATH DE number 7537816 |
Statements
Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (English)
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7 June 2022
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investment
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portfolio
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stochastic volatility
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stock
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volatility of volatility
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0.87772536
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0.8719069
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0.86344576
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0.86069655
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0.84979045
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