Institute of Information Theory and Automation

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Conference Paper (international conference)

An uncertainty principle in economics

Vošvrda Miloslav

: 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

2019-01-07 08:39