Publication details
Conference Paper (international conference)
An uncertainty principle in economics
: Proceedings of the International Conference on Quantatative Methods in Economics. (Multiple Criteria Decision Making X), p. 155-159
: University of Economics, (Bratislava 2000)
: Quantitative Methods in Economics, (Stará Lesná, SK, 30.11.2000-02.12.2000)
: AV0Z1075907
: GA402/98/0742, GA ČR, KSK1075601, GA AV
(eng): A correct estimation and prediction of the volatility is a most important for major financial institutes because volatility is directly related to usual risk measures. A stochastic volatility model is used. The uncertainty principle is based on the Cramer-Rao-Wolfowitz bound.
: 12B
: BB