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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‡
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Document Date: 2016-08-09 02:41:45


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File Size: 1,29 MB

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