Is standard deviation a good measure of volatility? : the case of African markets with price limits
Eymen Errais (LAREQUAD, FSEGT, University of Tunis El Manar) and Dhikra Bahri (Ecole Nationale d'Ingénieurs de Tunis, University of Tunis El Manar)
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Errais, Eymen ; Bahri, Dhikra |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 17.2016, 1, p. 147-167
|
| Subject: | Stochastic Volatility | Price Limits | Truncated Time Series | Censored Variables | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Afrika | Africa | Derivat | Derivative |
| 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/10011539105