Work

Stock-price volatility, mean-reverting diffusion, and noise

Year: 1989

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(89)90078-0

Authors: Larry J. Merville, Dan R. Pieptea

Institution: The University of Texas at Dallas

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2070153718

FWCI: 4.873

Cites: 31

Cited by: 75

Related to: 10