A comparative study of range-based stock return volatility estimators for the German market
Year of publication: |
2012
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Authors: | Todorova, Neda ; Husmann, Sven |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 6, p. 560-586
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Subject: | Schätzung | Estimation | Volatilität | Volatility | Deutschland | Germany | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Börsenkurs | Share price |
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