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

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientific

    Translated title of the contributionCause of stock return stochastic volatility: query by way of stochastic calculus
    Original languageEnglish
    Title of host publicationProceedings of the XIIth ASMDA 2007 International Conference on Applied Stochastic Models and Data Analysis, May 29-31 and June 1, 2007 Chania, Crete, Greece
    EditorsC.H. Skiadas
    Pages8 p
    Publication statusPublished - 2007
    Publication typeB3 Non-refereed article in conference proceedings

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