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Prove that n2=hn1pn(1pn)[ln(dnbun)]2. ( 2 is defined as the variance of the time-step log return per unit time step: hn1Var(ln(S(tk1)S(tk))))
Prove that n2=hn1pn(1pn)[ln(dnbun)]2. ( 2 is defined as the variance of the time-step log return per unit time step: hn1Var(ln(S(tk1)S(tk))))
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Behavioral Finance And Asset Prices
Authors: David Bourghelle, Pascal Grandin, Fredj Jawadi, Philippe Rozin
1st Edition
3031244850, 978-3031244858
