Work

Investigation of a Class of Volatility Estimators

Year: 1997

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1997.407973

Authors: Jacob Boudoukh, Matthew Richardson, Robert F. Whitelaw

Institution: New York University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2108984646

FWCI: 9.73

Cites: 3

Cited by: 80

Related to: 10