Testing variability orderings by using Gini's mean differences (Q670122)
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scientific article; zbMATH DE number 7037208
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| English | Testing variability orderings by using Gini's mean differences |
scientific article; zbMATH DE number 7037208 |
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Testing variability orderings by using Gini's mean differences (English)
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18 March 2019
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testing variability
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Gini's mean difference estimators
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stochastic orders in variability
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log-returns distributions
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0.88324046
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0.8780583
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0.86499375
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0.8559859
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0.85335964
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0.85214853
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