Diversification and the benefits of using returns...

International Journal of Finance & Economics 2018 / 10

Diversification and the benefits of using returns standardized by range-based volatility estimators

Miralles-Quirós, José Luis, Miralles-Quirós, María Mar, Nogueira, José Manuel
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Language:
english
Journal:
International Journal of Finance & Economics
DOI:
10.1002/ijfe.1685
Date:
October, 2018
File:
PDF, 542 KB
english, 2018
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