SSRNOther
Estimating Stock Return Variances
The paper suggests using daily data to measure the variances of simple returns, emphasizing the differences between log returns and simple returns.
Featured in No. 86 on 26 Feb 2025 · 12 days after release
- Released
- 14 Feb 2025
- First featured
- No. 86 · 26 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- SSRN 5136563
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