Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators

Comparative statistical properties of Parkinson, Garman-Klass, Roger-Satchell and bridge oscillation estimators are discussed. Point and interval estimations, related with mentioned estimators are considered

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Year of publication:	2012-02
Authors:	Saichev, Alexander ; Lapinova, Svetlana
Institutions:	arXiv.org

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Extent:	application/pdf
Series:	Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009649837