Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5060578 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠Improve realized variance of an asset. ⺠Use another asset observed more frequently. ⺠Use factoring likelihood method. ⺠Both large and finite sample efficiency improvements are verified.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Dong Wan Shin, Sangun Park,