A new look at variance estimation based on low, high and closing prices taking into account the drift
| Year of publication: |
2013
|
|---|---|
| Authors: | Fiszeder, Piotr ; Perczak, Grzegorz |
| Published in: |
Statistica Neerlandica. - Netherlands Society for Statistics and Operations Research, ISSN 0039-0402. - Vol. 67.2013, 4, p. 456-481
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| Publisher: |
Netherlands Society for Statistics and Operations Research |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010722486