Przedsiębiorstwo & Finanse > 2020 > 1 > 5-26
Source
Abstract
Identifiers
journal ISSN : | 2084-1361 |
Authors
Keywords
Additional information
Publisher
Fields of science
Bibliography
-
Alizadeh S., Brandt W., Diebold F., Range-based estimator of stochastic volatility models, “Journal of Finance”, Vol. 47, 2002, s. 1047-1092.
-
Arik A., Modeling market sentiment and conditional distribution of stock index returns under GARCH process, Working paper, Department of Economics, Claremont Graduate University 2011.
-
Ball C., Torous W., The maximum likelihood estimation of security price volatility: theory, evidence, and an application to option pricing, “Journal of Business”, Vol. 1, 1984, s. 97-112.