✦ LIBER ✦

Asset Price Dynamics, Volatility, and Prediction

✍ Scribed by Anthony F. Gyles

Book ID: 111038489
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 446 KB
Volume: 170
Category: Article
ISSN: 0964-1998
DOI: 10.1111/j.1467-985x.2007.00506_18.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fundamentals and asset price dynamics

✍ Attilio Gardini; Giuseppe Cavaliere; Michele Costa 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 231 KB

Volatility and commodity price dynamics

✍ Robert S. Pindyck 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 163 KB

## Abstract Commodity prices are volatile, and volatility itself varies over time. Changes in volatility can affect market variables by directly affecting the marginal value of storage, and by affecting a component of the total marginal cost of production, the opportunity cost of producing the comm

Asset Value, Interest Rates and Oil Pric

Asset Value, Interest Rates and Oil Price Volatility

✍ VIPIN ARORA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 164 KB

Asset Pricing with Stochastic Volatility

✍ G. Kallianpur; J. Xiong 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 106 KB

Speculative Behavior and Asset Price Dyn

Speculative Behavior and Asset Price Dynamics

✍ Frank Westerhoff 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 522 KB

Asset price volatility and trading volum

Asset price volatility and trading volume with rational beliefs

✍ Ho-Mou Wu; Wen-Chung Guo 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 298 KB