Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results

✍ Scribed by Elena Andreou and Eric Ghysels

• Book ID: 124714344
• Publisher: American Statistical Association
• Year: 2002
• Tongue: English
• Weight: 482 KB
• Volume: 20
• Category: Article
• ISSN: 0735-0015
• DOI: 10.2307/1392123