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A comparative study of range-based stock return volatility estimators for the German market

✍ Scribed by Neda Todorova; Sven Husmann


Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
166 KB
Volume
32
Category
Article
ISSN
0270-7314

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✦ Synopsis


We thank the editor, Robert Webb, and an anonymous referee for their helpful comments. We also thank Thorben Lubnau, Tyge-F. Kummer, and the participants of the 2nd International Finance Conference of the Indian Institute of Management, Calcutta for their suggestions.