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A note on estimating stochastic volatility and its volatility: a new simple method

We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
Year of publication:
2012-12
Authors: Alghalith, Moawia
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://www.econbiz.de/10010599979
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