Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process
| Year of publication: |
2013
|
|---|---|
| Authors: | Degiannakis, Stavros ; Livada, Alexandra |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 30.2013, p. 212-216
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