Work

The Extreme Value Method for Estimating the Variance of the Rate of Return

Year: 1980

Type: article

Source: The Journal of Business

DOI: 10.1086/296071

Author: Michael Parkinson

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1970694313

FWCI: 5.092

Cites: 5

Cited by: 1,953

Related to: 10