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Assessing the performance of different volatility estimators : a Monte Carlo analysis
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 535-552
Persistent link: https://www.econbiz.de/10009710928
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Forecasting the equity risk premium : the importance of regime-dependent evaluation
Baltas, Nick
;
Karyampas, Dimitrios
- In:
Journal of financial markets
38
(
2018
),
pp. 83-102
Persistent link: https://www.econbiz.de/10012001142
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