A comparative study of alternative extreme-value volatility estimators
Turan G. Bali; David Weinbaum
| Year of publication: |
2005
|
|---|---|
| Authors: | Bali, Turan G. ; Weinbaum, David |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 9, p. 873-892
|
| Subject: | Volatilität | Volatility | Index-Futures | Index futures | Theorie | Theory | Industrieländer | Industrialized countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003106015