Continuous record asymptotics for rolling sample variance estimators
by Dean P. Foster and Dan B. Nelson
| Year of publication: |
1996
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|---|---|
| Authors: | Foster, Dean P. |
| Other Persons: | Nelson, Daniel B. (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 64.1996, 1, p. 139-174
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| Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Aktienindex | Stock index | USA | United States | 1928-1990 |
| 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/10001194163