Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices
| 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 2416177. - Vol. 73.2000, 3, p. 477-492
|