A Pitman Closeness evaluation of range-based volatility estimators in shortened time horizons
Kelsey Edwards, Alan F. Chow, Kyre Lane Lahtinen, Gwendolyn Pennywell
| 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 |
| 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/10012098229