๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A tale of two cities: Price uniformity and price volatility in gasoline retailing

โœ Scribed by Andrew Eckert; Douglas S. West

Publisher
Springer
Year
2004
Tongue
English
Weight
397 KB
Volume
38
Category
Article
ISSN
0570-1864

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is one of the first researchers to point out the changing nature of stock market volatility. Wiggins (1987) and Hull and White (1987) have developed option models that provide for a stochastic variance input.