Estimating volatility on overlapping returns when returns are autocorrelated

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

Original language	Undefined/Unknown
Pages (from-to)	179-188
Number of pages	10
Journal	Applied Mathematical Finance
Volume	9
Publication status	Published - 2002
Externally published	Yes

Research programs

@article{15d7e674a50f4709a6344322ddff38de,

title = "Estimating volatility on overlapping returns when returns are autocorrelated",

author = "R Kluitman and Franses, \{Philip Hans\}",

year = "2002",

language = "Undefined/Unknown",

volume = "9",

pages = "179--188",

journal = "Applied Mathematical Finance",

issn = "1350-486X",

publisher = "Routledge",

}