An unbiased variance estimator for overlapping returns

P Bod, D Blitz, Philip Hans Franses, R Kluitman

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	155-158
Number of pages	4
Journal	Applied Financial Economics
Volume	12
Publication status	Published - 2002

Research programs

@article{431b95edb3c2403ea4b332c6a34bf0be,

title = "An unbiased variance estimator for overlapping returns",

author = "P Bod and D Blitz and Franses, {Philip Hans} and R Kluitman",

year = "2002",

language = "Undefined/Unknown",

volume = "12",

pages = "155--158",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor & Francis Ltd",

}