Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
James B. Wiggins
| Year of publication: |
1991
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|---|---|
| Authors: | Wiggins, James B. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 64.1991, 3, p. 417-432
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| Subject: | CAPM | Risiko | Risk | Schätztheorie | Estimation theory | Börsenkurs | Share price | USA | United States | 1970-1986 |
| 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/10001109688