A Pitman Closeness evaluation of range-based volatility estimators in shortened time horizons
Year of publication: |
2019
|
---|---|
Authors: | Edwards, Kelsey ; Chow, Alan F. ; Lahtinen, Kyre Lane ; Pennywell, Gwendolyn |
Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 46.2019, 1, p. 121-134
|
Subject: | Volatilität | Volatility | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Wissenschaftliche Methode | Scientific method | Zeit | Time |
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