Add to ORKGThis study proposes a new approach to the estimation of daily volatility in financial markets. To do this we evaluate a number of traditional estimators of daily volatility based upon intraday data and propose a new estimator of daily volatility based upon intraday data which is both unbiased and efficient.FINANCIAL MARKET ; VOLATILITY ; BUSINESS CYCLES
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
This study proposes a new approach to the estimation of daily volatility. This approach is efficient...
This study proposes a new approach to the estimation of daily volatility. This approach is efficient...
This study proposes a new approach to the estimation of the time series properties of daily volatili...
This study proposes a new approach to the estimation of the time series properties of daily volatili...
This study attempts to investigate whether squared intra daily returns can be used to give superior ...
This dissertation studies intraday and daily foreign exchange market volatility. First, we address h...
Several recent studies advocate the use of nonparametric estimators of daily price vari- ability tha...
Several recent studies advocate the use of nonparametric estimators of daily price vari- ability tha...
Measuring intraday volatility is one of the more difficult tasks facing financial researchers and pr...
When looking at prices in the stock market, it becomes clear that these prices are rather volatile. ...
Thesis (M.Sc. (Risk Analysis))--North-West University, Potchefstroom Campus, 2006.Financial market v...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
This study proposes a new approach to the estimation of daily volatility. This approach is efficient...
This study proposes a new approach to the estimation of daily volatility. This approach is efficient...
This study proposes a new approach to the estimation of the time series properties of daily volatili...
This study proposes a new approach to the estimation of the time series properties of daily volatili...
This study attempts to investigate whether squared intra daily returns can be used to give superior ...
This dissertation studies intraday and daily foreign exchange market volatility. First, we address h...
Several recent studies advocate the use of nonparametric estimators of daily price vari- ability tha...
Several recent studies advocate the use of nonparametric estimators of daily price vari- ability tha...
Measuring intraday volatility is one of the more difficult tasks facing financial researchers and pr...
When looking at prices in the stock market, it becomes clear that these prices are rather volatile. ...
Thesis (M.Sc. (Risk Analysis))--North-West University, Potchefstroom Campus, 2006.Financial market v...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...
On the financial markets, investors search to achieve their economical goals while simultaneously be...