Unit Roots and Volatility - Maple Application Center

Unit Roots and Volatility - Maple Application Center

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Application Center Applications Unit Roots and Volatility

Unit Roots and Volatility

Author

: marcus .

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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

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