On the variance of the error associated to the squared return as proxy of volatility
Umberto Triacca
| Year of publication: |
2007
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|---|---|
| Authors: | Triacca, Umberto |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 3.2007, 4/6, p. 255-257
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Börsenkurs | Share price | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum in: 4.2008,4/6, S. 417 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003604896