Estimating the Instantaneous Volatility and Covariance of Risky Assets - Archive ouverte HAL Access content directly
Reports Year :

Estimating the Instantaneous Volatility and Covariance of Risky Assets

Not file

Dates and versions

hal-00607603 , version 1 (09-07-2011)

Identifiers

  • HAL Id : hal-00607603 , version 1

Cite

Marc Chesney, Robert J. Elliott. Estimating the Instantaneous Volatility and Covariance of Risky Assets. 1995. ⟨hal-00607603⟩

Collections

HEC CNRS LARA
68 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More