Work

Continuous Record Asymptotics for Rolling Sample Variance Estimators

Year: 1996

Type: article

Source: Econometrica

Authors: Dean P. Foster, Dan B. Nelson

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3121990023

FWCI: 5.435

Cites:

Cited by: 287

Related to: 20