Data-based ranking of realised volatility estimators
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Publication:530606
DOI10.1016/j.jeconom.2010.12.010zbMath1441.62831OpenAlexW2109263931MaRDI QIDQ530606
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.010
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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