Drift-independent volatility estimation based on high, low, open, and close prices
Dennis Yang; Qiang Zhang
| Year of publication: |
2000
|
|---|---|
| Authors: | Yang, Dennis ; Zhang, Qiang |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 73.2000, 3, p. 477-491
|
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of business |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001501942