Alghalith, Moawia (2010): New methods of estimating stochastic volatility and the stock return.

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Abstract
We present a new method of estimating the asset stochastic volatility and return. In doing so, we overcome some of the limitations of the existing random walk models, such as the GARCH/ARCH models.
Item Type:  MPRA Paper 

Original Title:  New methods of estimating stochastic volatility and the stock return 
Language:  English 
Keywords:  portfolio, investment, stock, stochastic volatility 
Subjects:  C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General G  Financial Economics > G1  General Financial Markets > G12  Asset Pricing ; Trading Volume ; Bond Interest Rates G  Financial Economics > G0  General 
Item ID:  20303 
Depositing User:  Moawia Alghalith 
Date Deposited:  29. Jan 2010 08:24 
Last Modified:  13. Jan 2016 11:21 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/20303 