On portfolio risk estimation by Mher Safarian No. 52 | DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS - Price variance - Document - PDFSEARCH.IO

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Date: 2013-12-04 12:52:08 Autoregressive conditional heteroskedasticity Volume-weighted average price Quantitative analyst Volatility Normal distribution Conditional variance Maximum likelihood Standard deviation Statistics Mathematical sciences Mathematical finance		On portfolio risk estimation by Mher Safarian No. 52 \| DECEMBER 2013 WORKING PAPER SERIES IN ECONOMICS Add to Reading List Source URL: econpapers.wiwi.kit.edu Download Document from Source Website File Size: 1,58 MB Share Document on Facebook

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