Decomposition of inflation and its volatility: A stochastic approach

A. G. Malliaris; Mary E. Malliaris

doi:10.1007/BF01074854

Decomposition of inflation and its volatility: A stochastic approach

Loyola University of Chicago

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	93-103
Number of pages	11
Journal	Review of Quantitative Finance and Accounting
Volume	5
Issue number	1
DOIs	https://doi.org/10.1007/BF01074854
State	Published - Mar 1995
Externally published	Yes

ASJC Scopus Subject Areas

Accounting
General Business,Management and Accounting
Finance

Keywords

inflation
quantity theory variables
stochastic modeling
volatility

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10.1007/BF01074854

Cite this

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title = "Decomposition of inflation and its volatility: A stochastic approach",

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author = "Malliaris, \{A. G.\} and Malliaris, \{Mary E.\}",

year = "1995",

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pages = "93--103",

journal = "Review of Quantitative Finance and Accounting",

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AU - Malliaris, Mary E.

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KW - quantity theory variables

KW - stochastic modeling

KW - volatility

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JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

IS - 1

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Decomposition of inflation and its volatility: A stochastic approach

ASJC Scopus Subject Areas

Keywords

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