High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
by Shinichi Sakata and Halbert White
| Year of publication: |
1998
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|---|---|
| Authors: | Sakata, Shinichi |
| Other Persons: | White, Halbert (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 66.1998, 3, p. 529-567
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Volatilität | Volatility | USA | United States | 1987-1994 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001240761