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Aktienindex 1 Ausreißer 1 Bias 1 Börsenkurs 1 CAPM 1 Efficiency 1 Estimation 1 Estimation theory 1 Extreme values of asset prices 1 Forecasting model 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Outliers 1 Prognoseverfahren 1 Risikomaß 1 Risk measure 1 Robust statistics 1 Robust volatility ratio 1 Robustes Verfahren 1 Schätztheorie 1 Schätzung 1 Share price 1 Stock index 1 Systematischer Fehler 1 Volatility 1 Volatility estimators 1 Volatilität 1
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Maheswaran, S. 1 Shaik, Muneer 1
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Financial markets and portfolio management 1
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A new unbiased additive robust volatility estimation using extreme values of asset prices
Shaik, Muneer; Maheswaran, S. - In: Financial markets and portfolio management 34 (2020) 3, pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
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