New methods of estimating volatility and returns: Revisited

Moawia Alghalith ()
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Moawia Alghalith: Economics Dept, UWI, St. Augustine

Journal of Asset Management, 2012, vol. 13, issue 5, No 1, 307-309

Abstract: Abstract We present a new method of estimating the volatility without data series for the volatility.

Keywords: GARCH; ARCH; volatility estimation; stochastic; investment; portfolio (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1057/jam.2012.12

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