Impact of uncertainty in expected return estimation on stock price volatility
Year of publication: |
2012
|
---|---|
Authors: | Kostanjcar, Zvonko ; Jeren, Branko ; Juretic, Zeljan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 22, p. 5563-5571
|
Publisher: |
Elsevier |
Subject: | Complex systems | Financial markets | Equilibrium states | Volatility |
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