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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"The journal of business : B"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Brandt, Michael W.
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Diebold, Francis X.
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The journal of business : B
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
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1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
2
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis
;
Zhang, Qiang
- In:
The journal of business : B
73
(
2000
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001501942
Saved in:
3
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
4
A unified approach to testing for serial correlation in stock returns
Richardson, Matthew
- In:
The journal of business : B
67
(
1994
)
3
,
pp. 371-399
Persistent link: https://www.econbiz.de/10001167694
Saved in:
5
Alternative models for the conditional heteroscedasticity of stock returns
Kim, Dongcheol
- In:
The journal of business : B
67
(
1994
)
4
,
pp. 563-598
Persistent link: https://www.econbiz.de/10001172769
Saved in:
6
Improving the Parkinson method of estimating security price volatilities
Kunitomo, Naoto
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001124145
Saved in:
7
Some relations between volatility and serial correlations in stock market returns
LeBaron, Blake Dean
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10001124154
Saved in:
8
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B.
- In:
The journal of business : B
64
(
1991
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
Saved in:
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