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The journal of business : B
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1
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis
;
Zhang, Qiang
- In:
The journal of business : B
73
(
2000
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001501942
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2
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
3
Improving the Parkinson method of estimating security price volatilities
Kunitomo, Naoto
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001124145
Saved in:
4
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B.
- In:
The journal of business : B
64
(
1991
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
Saved in:
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