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Persistent link: https://www.econbiz.de/10012183252
In this work the performance of a number of correlation estimators are compared on uniform but asynchronously observed timeseries. Correlation estimates for a sample of main index equity indices: H225, HSI, BSE30, FTSE100, and SPX500, will be examined, contrasting the bias and efficiency of...
Persistent link: https://www.econbiz.de/10012909155