The maximum likelihood estimation of security price volatility : Theory, evidence, and application to option pricing
Clifford A. Ball; Walter N. Torous
| Year of publication: |
1984
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|---|---|
| Authors: | Ball, Clifford A. ; Torous, Walter N. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 57.1984, 1, p. 97-112
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| Subject: | Börsenkurs | Ökonometrik Schätzung | Volatilität | Volatility | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Optionspreistheorie | Option pricing theory | Share price | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | CAPM |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001863140