Estimating volatility on overlapping returns when returns are autocorrelated (Q4804520): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q4230831 / rank | |||
Normal rank |
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 |
Statements
Estimating volatility on overlapping returns when returns are autocorrelated (English)
0 references
15 July 2003
0 references
asset returns
0 references
random walks
0 references
first-order dynamics
0 references
overlapping returns
0 references