Measuring volatility with the realized range
Martin Martens, Dick van Dijk
| Year of publication: |
Febr. 2006
|
|---|---|
| Other Persons: | Martens, Martin (contributor) ; Dijk, Dick van (contributor) |
| Publisher: |
Rotterdam : Econometric Institute |
| Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Systematischer Fehler | Bias |
| Extent: | Online-Ressource, 41 S. = 355 Kb, Text graph. Darst. |
|---|---|
| Series: | Econometric Institute research papers. - Rotterdam : [Verlag nicht ermittelbar], ZDB-ID 2169625-1. - Vol. 2006,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:1765/7582 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003303567