Unit Roots and Volatility - Maple Application Center
Application Center Applications Unit Roots and Volatility

Unit Roots and Volatility

Author
: marcus .
Engineering software solutions from Maplesoft
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In this application I will investigate the relationship between total
returns, the length of the holding period and volatility. Dynamic
probability distributions and the sqrt(T) rule are discussed  

Application Details

Publish Date: September 22, 2009
Created In: Maple 13
Language: English

Tags

economics

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