Nonparametric realized volatility estimation in the international equity markets
Year of publication: |
2013
|
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Authors: | Vortelinos, Dimitrios I. ; Thomakos, Dimitrios D. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 28.2013, p. 34-45
|
Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Welt | World |
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