ISSN:
1435-8921
Keywords:
G12
;
G14
;
C13
Source:
Springer Online Journal Archives 1860-2000
Topics:
Economics
Notes:
Abstract This note considers the small sample bias of the empirical variances of observed and ex-post-rational prices of financial assets, and shows that this can be much more severe than has previously been thought.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01180677
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