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Coefficient of Efficiency
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Croatian
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emerging market
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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
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Author
Matković, Mario
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Topic
Coefficient of Efficiency
DRUŠTVENE ZNANOSTI. Ekonomija. Financije
1
Economics. Economic science
1
Ekonomija. Ekonomska znanost
1
Integrated volatility
1
Integrirana volatilnost
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Loss function
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OHLC
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Realized variance
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SOCIAL SCIENCES. Economics. Finance
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Upper tail dependence
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emerging market
funkcija gubitaka
1
info:eu-repo/classification/udc/330(043.3)
1
izranjajuće dioničko tržište
1
koeficijent efikasnosti
1
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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Croatian
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