Optimal combinations of realised volatility estimators.
Recent advances in financial econometrics have led to the development of new estimators of asset price variability using frequently-sampled price data, known as "realised volatility estimators" or simply "realised measures". These estimators rely on a variety of different assumpt...
| Κύριοι συγγραφείς: | , |
|---|---|
| Μορφή: | Journal article |
| Γλώσσα: | English |
| Έκδοση: |
Elsevier
2009
|