On the variance of the error associated to the squared return as proxy of volatility

ISSN： 1744-6546

Source： Applied Financial Economics Letters, Vol.3, Iss.4, 2007-07, pp. : 255-257

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Erratum to ON the variance of the error associated to the squared return as proxy of volatility: [Applied Financial Economics Letters, 2007, 3, 255-7]

By Triacca Umberto

Applied Financial Economics Letters, Vol. 4, Iss. 6, 2008-11 ,pp. : 417-417

Routledge Ltd

Access to resources Recommend Favorite

Volatility transmission across stock index futures when there are structural changes in return variance

By Huang Po-Kai

Applied Financial Economics, Vol. 22, Iss. 19, 2012-10 ,pp. : 1603-1613

Routledge Ltd

Access to resources Recommend Favorite

Some properties of absolute returns as a proxy for volatility

By Giles David

Applied Financial Economics Letters, Vol. 4, Iss. 5, 2008-09 ,pp. : 347-350

Routledge Ltd

Access to resources Recommend Favorite

Discount factor and conditional return volatility

By Potì Valerio

Applied Financial Economics Letters, Vol. 1, Iss. 6, 2005-11 ,pp. : 369-372

Routledge Ltd

Access to resources Recommend Favorite

Stock return volatility and the internet phenomenon

By Liu Virginia Tapon Francis Sun Yiguo

Applied Financial Economics Letters, Vol. 2, Iss. 2, 2006-03 ,pp. : 105-109

Routledge Ltd

Access to resources Recommend Favorite