Blar i NHH Brage på forfatter "Molnàr, Peter"
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Essays in Financial Economics
Molnàr, Peter (Doctoral thesis, 2011-09)This dissertation attempts to contribute in two different fields: corporate finance and time-series econometrics. At the beginning of my PhD I started to work in the field of corporate finance and the third essay of this ... -
Properties of range-based volatility estimators
Molnàr, Peter (Journal article; Peer reviewed, 2012)Volatility is not directly observable and must be estimated. Estimator based on daily close data is imprecise. Range-based volatility estimators provide significantly more precision, but still remain noisy volatility ...