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The Extreme Value Method for Estimating the Variance of the Rate of Return
Home
Publications
The Extreme Value Method for Estimating the Variance of the Rate of Return
The Extreme Value Method for Estimating the Variance of the Rate of Return
MP
Michael Parkinson
Michael Parkinson
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1 January 1980
journal article
Published by
University of Chicago Press
in
The Journal of Business
Vol. 53
(1)
,
61
https://doi.org/10.1086/296071
Abstract
No abstract available
Keywords
EXTREME VALUE
RATE OF RETURN
Cited by 1190 articles