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CEV Model with Stochastic Volatility
Article
Article
CEV Model with Stochastic Volatility
IVAN BURTNYAK et al · Vasyl Stefanyk Carpathian National University · 2019 · ISSN 2311-0155
This paper develops a systematic method for calculating approximate prices for a wide range of securities implying the tools of spectral analysis, singular and regular perturbation theory. Price options depend on stochas...
LCC TENDOkVkdWNhdGlvbg~~; TENDOkVjb25vbWljcyBhcyBhIHNjaWVuY2U~Idioma English
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
Open Access
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Challenges of integrated variance estimation in emerging stock markets
Article
Article
Challenges of integrated variance estimation in emerging stock markets
Josip Arnerić et al · Faculty of Economics University of Rijeka · 2019 · ISSN 1331-8004
Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is ...
LCC TENDOkVjb25vbWljIHRoZW9yeS4gRGVtb2dyYXBoeQ~~Idioma English
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
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Challenging Trends within Slovak Party System in the Context of 2016 Elections to the National Council of the Slovak Republic
Article
Article
Challenging Trends within Slovak Party System in the Context of 2016 Elections to the National Council of the Slovak Republic
Filipec Ondřej · Metropolitan University Prague / Central European Political Science Association · 2019 · ISSN 1801-3422
The 2016 Elections to the National Council in Slovakia are considered a political earthquake. Social Democrats lost 34 out of 83 seats, the Euro sceptic party SaS almost doubled its representation, the nationalistic Slov...
LCC LCC:Political scienceIdioma English
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Institucional
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Determinants of occurrence of excessive optimism among analysts of the Warsaw Stock Exchange
Article
Article
Determinants of occurrence of excessive optimism among analysts of the Warsaw Stock Exchange
Radosław Pastusiak et al · Faculty of Economics University of Rijeka · 2019 · ISSN 1331-8004
This paper deals with the phenomenon of excessive optimism in brokerage valuations, which is manifested by one-sided errors in the valuation of securities in reference to the real price achieved by the particular stock i...
LCC TENDOkVjb25vbWljIHRoZW9yeS4gRGVtb2dyYXBoeQ~~Idioma English
Acceso abiertoRuta libre sin proxy. Acceso recomendado cuando no hay suscripción activa.
Open Access
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