Some properties of absolute returns as a proxy for volatility
Year of publication: |
2008
|
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Authors: | Giles, David E. A. |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 4/6, p. 347-350
|
Subject: | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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