Reading the candlesticks : an OK estimator for volatility
Jia Li, Dishen Wang, and Qiushi Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Jia ; Wang, Dishen ; Zhang, Qiushi |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 106.2024, 4, p. 1114-1128
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| Subject: | Optimal candlesticK | Finanzmarktökonometrie | Financial econometrics | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Ankündigungseffekt | Announcement effect | Geldpolitik | Monetary policy | Schätztheorie | Estimation theory | USA | United States | 2021 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1162/rest_a_01203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046594