3

Robust Volatility Estimation with and Without the Drift Parameter

Year:
2018
Language:
english
File:
PDF, 613 KB
english, 2018
10

Random Walk in Emerging Asian Stock Markets

Year:
2016
Language:
english
File:
PDF, 2.59 MB
english, 2016
13

Evidence of excess volatility based on a new robust volatility ratio

Year:
2018
Language:
english
File:
PDF, 316 KB
english, 2018