Continuous Record Asymptotics for Rolling Sample Variance Estimators
Year of publication: |
[2022]
|
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Authors: | Foster, Dean P. ; Nelson, Daniel B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (46 p) |
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Series: | NBER Working Paper ; No. t0163 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 1994 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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