Some properties of absolute returns as a proxy for volatility
David E. Giles
| Year of publication: |
2008
|
|---|---|
| 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
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| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory |
| 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/10003807778