Estimating volatility on overlapping returns when returns are autocorrelated (Q4804520): Difference between revisions
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Latest revision as of 15:32, 5 June 2024
scientific article; zbMATH DE number 1902263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating volatility on overlapping returns when returns are autocorrelated |
scientific article; zbMATH DE number 1902263 |
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Estimating volatility on overlapping returns when returns are autocorrelated (English)
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15 July 2003
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asset returns
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random walks
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first-order dynamics
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overlapping returns
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