Virtual volatility
Year of publication: |
2007
|
---|---|
Authors: | Silva, A. Christian ; Prange, Richard E. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 376.2007, C, p. 507-516
|
Publisher: |
Elsevier |
Subject: | Volatility | Investments | Mean return | Predictability | Mean reversion |
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