Ionescu, Ionut Teodor; Stroe, Radu - In: Theoretical and Applied Economics 12(517)(supplement) (2008) 12(517)(supplement), pp. 98-103
This article focuses on volatility modeling from a stochastic perspective, taking into consideration its variations in time, with the purpose of accomplishing a better estimation of future assets profitability. The stability in time of an evolution law describing volatility, as a precision tool,...