bibtype	C - Conference Paper (international conference)
ARLID	0410497
utime	20240103182218.2
mtime	20060210235959.9
ISBN	80-88715-93-8
title (primary) (eng)	An uncertainty principle in economics
publisher	place Bratislava name University of Economics pub_time 2000
specification	page_count 5 s.
serial	title Proceedings of the International Conference on Quantatative Methods in Economics. (Multiple Criteria Decision Making X) page_num 155-159
author (primary)	ARLID cav_un_auth*0101230 name1 Vošvrda name2 Miloslav institution UTIA-B full_dept Department of Econometrics fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
COSATI	12B
cas_special	project project_id GA402/98/0742 agency GA ČR ARLID cav_un_auth*0009149 project project_id KSK1075601 agency GA AV country CZ ARLID cav_un_auth*0027435 research AV0Z1075907 abstract (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. action ARLID cav_un_auth*0212724 name Quantitative Methods in Economics place Stará Lesná country SK dates 30.11.2000-02.12.2000 RIV BB department E permalink http://hdl.handle.net/11104/0130586 ID_orig UTIA-B 20000213 arlyear 2000 mrcbU10 2000 mrcbU10 Bratislava University of Economics mrcbU12 80-88715-93-8 mrcbU63 Proceedings of the International Conference on Quantatative Methods in Economics. (Multiple Criteria Decision Making X) 155 159