VOLATILITY ESTIMATION BASED ON HETEROSKEDASTIC MODELS VS. HISTORICAL MODELS134.
| Autor: | Cristian, Negrea Bogdan1 negrea@univ-paris1.fr, Lucian, Ţâţu1 lucian.tatu@fin.ase.ro, Andreea, Stoian1 andreea.stoian@fin.ase.ro, Delia, Ţâţu1 tatudelia@yahoo.com |
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| Zdroj: | Annals of the University of Oradea, Economic Science Series. 2008, Vol. 17 Issue 3, p386-390. 5p. 1 Chart, 7 Graphs. |
| Databáze: | Business Source Ultimate |
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