Á lódáil...
Unbiased weighted variance and skewness estimators for overlapping returns
This article develops unbiased weighted variance and skewness estimators for overlapping return distributions. These estimators extend the variance estimation methods constructed in Bod et. al. (Applied Financial Economics 12:155-158, 2002) and Lo and MacKinlay (Review of Financial Studies 1:41-66,...
Na minha lista:
| Foilsithe in: | Swiss J Econ Stat |
|---|---|
| Main Authors: | , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe: |
Springer International Publishing
2018
|
| Ábhair: | |
| Rochtain Ar Líne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6245128/ https://ncbi.nlm.nih.gov/pubmed/30533400 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s41937-018-0023-1 |
| Clibeanna: |
Cuir Clib Leis
Gan Chlibeanna, Bí ar an gcéad duine leis an taifead seo a chlibeáil!
|