Assessing the performance of different volatility estimators : a Monte Carlo analysis
Álvaro Cartea & Dimitrios Karyampas
| Year of publication: |
2012
|
|---|---|
| Authors: | Cartea, Álvaro ; Karyampas, Dimitrios |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 5/6, p. 535-552
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10009710928