Asset price volatility and information structures

DOI10.1016/0165-1765(90)90162-TzbMath1375.91251MaRDI QIDQ1676730

Orazio P. Attanasio

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Economics of information (91B44) Actuarial science and mathematical finance (91G99)

Cites Work

• The Present-Value Relation: Tests Based on Implied Variance Bounds

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