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info:eu-repo/classification/udc/330(043.3)
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Realized variance
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Ekonomija. Ekonomska znanost
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Doctoral or Postdoctoral Thesis
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info:eu-repo/classification/udc/330(043.3)
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Realized variance
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Ekonomija. Ekonomska znanost
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ANALYSIS OF REALIZED VOLATILITY ESTIMATORS OF EUROPEAN STOCK INDICES : DOCTORAL THESIS
by
Matković, Mario
Published 2018
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Doctoral or Postdoctoral Thesis
Author
Matković, Mario
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Topic
Coefficient of Efficiency
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DRUŠTVENE ZNANOSTI. Ekonomija. Financije
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Economics. Economic science
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Ekonomija. Ekonomska znanost
Integrated volatility
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Integrirana volatilnost
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Loss function
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OHLC
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Realized variance
SOCIAL SCIENCES. Economics. Finance
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Upper tail dependence
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emerging market
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funkcija gubitaka
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info:eu-repo/classification/udc/330(043.3)
izranjajuće dioničko tržište
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koeficijent efikasnosti
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range-based volatility estimator
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rasponski procjenitelji volatilnosti
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realizirana varijanca
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Croatian Digital Dissertations Repository (National and University Library in Zagreb)
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