The estimation of daily volatility using high frequency data in the South African equity market / I.M. Pagel
Financial market volatility is central to the theory and practice of asset pricing, option pricing, asset allocation, portfolio selection, portfolio rebalancing and hedging strategies as well as various risk management applications. Most textbooks assume volatility to be constant; however in practic...
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North-West University
2009
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| Online Access: | http://hdl.handle.net/10394/1366 |
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