AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES
| Year of publication: |
2013
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|---|---|
| Authors: | BUESCU, CRISTIN ; TAKSAR, MICHAEL ; KONÉ, FATOUMATA J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 14289829. - Vol. 16.2013, 5
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