On the robustness of range-based volatility estimators
Year of publication: |
2010
|
---|---|
Authors: | Akay, Ozgur ; Griffiths, Mark D. ; Winters, Drew B. |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 33.2010, 2, p. 179-199
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Marktmikrostruktur | Market microstructure | Geldmarkt | Money market | USA | United States | 2000-2008 |
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