A new model of stock price volatility is discussed which avoids difficulties of other approaches. It is shown how the phenomenon can find a quite natural (possibly partial) interpretation in the correlation between trend and price. The contribution to volatility of the mentioned correlation can be calculated with various techniques one of which is treated here in detail.

A note on stock price volatility

BRAGLIA, MARCELLO
1990

Abstract

A new model of stock price volatility is discussed which avoids difficulties of other approaches. It is shown how the phenomenon can find a quite natural (possibly partial) interpretation in the correlation between trend and price. The contribution to volatility of the mentioned correlation can be calculated with various techniques one of which is treated here in detail.
Braglia, Marcello
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11568/9990
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