Is complexity always better? A model-free assessment of range-based volatility estimators
Bibliographic Data
| ID | 21542433 |
|---|---|
| Authors | Burak Korkusuz (0000-0001-9374-2350, Osmaniye Korkut Ata University, corresponding author) |
| Year | 2026 |
| Volume | 70 |
| Issue | 3 |
| Publication date | 2026-03-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-025-02873-3 |
| OpenAlex | W7130652302 |
| Language | EN |
| References cited | 38 |
Estimator · Realized variance · Stock market · Complex Systems and Time Series Analysis · Financial Risk and Volatility Modeling · Statistical and numerical algorithms
| Highly cited | No |
|---|