Publications
Type of Publication: Article in Journal
Estimating volatility for long holding periods
- Author(s):
- Kiesel, R.; Perraudin, W.; Taylor, A.
- Title of Journal:
- Measuring Risk in Complex Systems, eds. W.Härdle,J.Franke,G.Stahl, Springer
- Publication Date:
- 2000
- pages:
- 19-30
- Citation:
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