EMPIRICAL TESTS OF THE BIAS AND EFFICIENCY OF THE EXTREME-VALUE VARIANCE ESTIMATOR FOR COMMON-STOCKS

被引：40

作者：

WIGGINS, JB

机构：

来源：

JOURNAL OF BUSINESS | 1991年 / 64卷 / 03期

关键词：

D O I：

10.1086/296544

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：417 / 432

页数：16

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