Timeline for Why is asset volatility easier to estimate than the asset mean if it contains the mean?
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
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| Nov 12, 2020 at 11:29 | comment | added | Alex | @Freelunch Isn't this simply the first point of Kevin's answer? Higher sampling frequency improves volatility estimation but not the mean estimation? The mean requires a longer time horizon? | |
| Nov 12, 2020 at 7:40 | comment | added | Freelunch | This is the only correct answer. | |
| Aug 23, 2020 at 0:15 | history | answered | eSurfsnake | CC BY-SA 4.0 |