Estimation and forecasting of stock volatility with range-based estimators
Joshy Jacob Vipul
| Year of publication: |
2008
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|---|---|
| Authors: | Vipul, Joshy Jacob |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 6, p. 561-581
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| Subject: | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Börsenkurs | Share price | Indien | India |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003715011