Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡

First Page		Document Content
Date: 2016-07-11 23:25:12 Estimation theory Statistical theory Maximum likelihood estimation Consistent estimator Fisher information Parametric model Efficient estimator Asymptotic theory Volatility Estimator		Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 576,28 KB Share Document on Facebook

	GFS: Unconstrained return generation + consistent low volatility = Absolute returns from a multi strategy concept In 2016 investors continue to be concerned over record low bond yields, rising rates, emerging market weak DocID: 1xVer - View Document
	Convertible bond allocations in a low-yielding investment world Historically convertible bonds have provided equity-like returns but with around half the volatility. They also provide a good diversifier to bond investmen DocID: 1xV07 - View Document
	Capital gain and preservation of capital in an uncertain environment In a world where many security valuations are stretched and the volatility regime is shifting, wealth managers are challenged to put together portfolio DocID: 1xTuL - View Document
	Vanguard economic and market outlook for 2018: Rising risks to the status quo Joseph Davis, Ph.D. \| December 2017 Global economic outlook: An ‘inflation scare’? The financial markets’ low volatility underscores inv DocID: 1vs9O - View Document
	Carrier vs. shipper needs Government regulations effect Marketplace volatility Being a “Shipper of Choice” 1 DocID: 1vs80 - View Document