ISSN:
1435-8921
Schlagwort(e):
G12
;
G14
;
C13
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Wirtschaftswissenschaften
Notizen:
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.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01180677