Logo
Munich Personal RePEc Archive

New methods of estimating stochastic volatility and the stock return

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

[thumbnail of MPRA_paper_20303.pdf]
Preview
PDF
MPRA_paper_20303.pdf

Download (89kB) | Preview

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.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.