Diversification and the Benefits of Using Returns Standardized by Range-Based Volatility Estimators
José Luis Miralles Quirós,
Maria del Mar Miralles-Quiros,
Jose Manuel Nogueira
International Journal Of Finance And Economics,
vol. 24, 2019, p. 671-684.
Mean Driven Balance and Uniformly Best Linear Unbiased Estimators
Roman Zmyslony,
João Mexia,
Francisco Carvalho,
Inês J. Sequeira
Statistical Papers,
vol. 57, 2016, p. 43-53.