Volatility estimators based on daily price ranges versus the realized range
Neda Todorova
| Year of publication: |
2012
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|---|---|
| Authors: | Todorova, Neda |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 1/3, p. 215-229
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| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009419556