A new generalized volatility proxy via the stochastic volatility model
Jong-Min Kim, Hojin Jung and Li Qin
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Kim, Jong-Min ; Jung, Hojin ; Qin, Li |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 23, p. 2259-2268
|
| Subject: | Volatility | stochastic volatility | relative bias | mean square error | Volatilität | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1237751 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011817347