Unbiased weighted variance and skewness estimators for overlapping returns
Year of publication: |
December 2018
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Authors: | Taylor, Stephen ; Fang, Ming |
Published in: |
Swiss journal of economics and statistics. - Cham, Switzerland : Springer Nature Switzerland AG, ISSN 2235-6282, ZDB-ID 2241129-X. - Vol. 154.2018, 1, p. 2-8
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Subject: | Overlapping returns | Variance and skewness estimation | Asset returns | Weighted estimators | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s41937-018-0023-1 [DOI] hdl:10419/259705 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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