A comparison of index and equity volatility using range-based estimators
Alan F. Chow, Kyre Dane Lahtinen, Gwendolyn Pennywell
| Year of publication: |
2018
|
|---|---|
| Authors: | Chow, Alan F. ; Lahtinen, Kyre Dane ; Pennywell, Gwendolyn |
| Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 45.2018, 1, p. 10-22
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Messung | Measurement | USA | United States |
| 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/10011883433