More accurate volatility estimation and forecasts using price durations∗ Ingmar Nolte† Stephen J. Taylor‡

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Date: 2016-08-09 02:41:45 Estimator Statistics Mathematical finance Statistical theory Statistical inference Robust statistics Realized variance Efficiency Estimation theory L-estimator Variance Volatility		More accurate volatility estimation and forecasts using price durations∗ Ingmar Nolte† Stephen J. Taylor‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 1,29 MB Share Document on Facebook

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