Data-based ranking of realised volatility estimators
Work
Year: 2010
Type: article
Source: Journal of Econometrics
Author Andrew J. Patton
Institutions University of Oxford, Duke University
Cites: 102
Cited by: 95
Related to: 10
FWCI: 4.089
Citation percentile (by year/subfield): 97.53
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed