On the concept of endogenous volatility
Most financial and economic time-series display a strong volatility around their trends. The difficulty in explaining this volatility has led economists to interpret it as exogenous, i.e., as the result of forces that lie outside the scope of the assumed economic relations. Consequently, it becomes...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2012
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| Texto completo: | http://hdl.handle.net/10400.21/1419 |
| País: | Portugal |
| Oai: | oai:repositorio.ipl.pt:10400.21/1419 |