An unbiased variance estimator for overlapping returns
| Year of publication: |
2002
|
|---|---|
| Authors: | Bod, Pauline ; Blitz, David ; Franses, Philip Hans ; Kluitman, Roy |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 3, p. 155-158
|