Detecting sudden changes in volatility estimated from high, low and closing prices
| Year of publication: |
2013
|
|---|---|
| Authors: | Kumar, Dilip ; Maheswaran, S. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 31.2013, p. 484-491
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