Covariance estimation using high-low prices with implications for futures vs spot volatility
Lakshmi Padmakumari and S Maheswaran
| Year of publication: |
2020
|
|---|---|
| Authors: | Padmakumari, Lakshmi ; Maheswaran, S. |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 34.2020, 1, p. 75-92
|
| Subject: | Volatilität | Volatility | Korrelation | Correlation | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10012663836