Covariance estimation using high-low prices with implications for futures vs spot volatility
Year of publication: |
2020
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Authors: | Padmakumari, Lakshmi ; Maheswaran, S. |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 34.2020, 1, p. 75-92
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Subject: | Volatilität | Volatility | Korrelation | Correlation | Schätztheorie | Estimation theory | Börsenkurs | Share price | Theorie | Theory |
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