Estimating volatility on overlapping returns when returns are autocorrelated
| Year of publication: |
2002
|
|---|---|
| Authors: | Kluitman, Roy ; Hans Franses, Philip |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 9.2002, 3, p. 179-188
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