Cause of stock return stochastic volatility: query by way of stochastic calculus

J. Kanniainen

Cause of stock return stochastic volatility: query by way of stochastic calculus

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific

Translated title of the contribution	Cause of stock return stochastic volatility: query by way of stochastic calculus
Original language	English
Title of host publication	Proceedings of the XIIth ASMDA 2007 International Conference on Applied Stochastic Models and Data Analysis, May 29-31 and June 1, 2007 Chania, Crete, Greece
Editors	C.H. Skiadas
Pages	8 p
Publication status	Published - 2007
Publication type	B3 Non-refereed article in conference proceedings

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Cite this

@inproceedings{11f675de11c249a6beef6eb045070582,

title = "Cause of stock return stochastic volatility: query by way of stochastic calculus",

author = "J. Kanniainen",

note = "CD-ROM<br/>Contribution: organisation=teta,FACT1=1",

year = "2007",

language = "English",

pages = "8 p",

editor = "C.H. Skiadas",

booktitle = "Proceedings of the XIIth ASMDA 2007 International Conference on Applied Stochastic Models and Data Analysis, May 29-31 and June 1, 2007 Chania, Crete, Greece",

}

Cause of stock return stochastic volatility: query by way of stochastic calculus. / Kanniainen, J.

Proceedings of the XIIth ASMDA 2007 International Conference on Applied Stochastic Models and Data Analysis, May 29-31 and June 1, 2007 Chania, Crete, Greece. ed. / C.H. Skiadas. 2007. p. 8 p.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific

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