Pages that link to "Item:Q2467287"
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The following pages link to Investment volatility: A critique of standard beta estimation and a simple way forward (Q2467287):
Displaying 6 items.
- CAPM with fuzzy returns and hypothesis testing (Q743141) (← links)
- Sub-additive recursive ``matching'' noise and biases in risk-weighted index calculation methods in incomplete markets with partially observable multi-attribute preferences (Q2864863) (← links)
- Alternative beta estimation for the market model using partially adaptive techniques (Q3474177) (← links)
- Alternative to beta coefficients in the context of diffusions (Q4555078) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Estimating the Stock/Portfolio Volatility and the Volatility of Volatility: A New Simple Method (Q5864356) (← links)