Data-based ranking of realised volatility estimators
Year of publication: |
2011
|
---|---|
Authors: | Patton, Andrew J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 161.2011, 2, p. 284-303
|
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Ranking-Verfahren | Ranking method |
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