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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
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21
Identifier
SSRN 5136563

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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