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~isPartOf:"International journal of theoretical and applied finance"
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Börsenkurs
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Estimation theory
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Method of moments
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Range-based volatility estimation
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BUESCU, CRISTIN
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TAKSAR, MICHAEL
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
16
Insurance: Mathematics and Economics
9
Stochastic Processes and their Applications
9
Finance and stochastics
6
Risks
5
Journal of economic dynamics & control
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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Risks : open access journal
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Advanced series on statistical science & applied probability
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Quantitative Finance
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Discussion paper / Sonderforschungsbereich 303 "Information und die Koordination Wirtschaftlicher Aktivitäten", Rheinische Friedrich-Wilhelms-Universität, Bonn, Projektbereich A
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Journal of mathematical economics
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Mathematical Finance
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Risk and decision analysis
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Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Finance and Stochastics
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Institute of Mathematical Statistics, University of Copenhagen, Preprint
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International Journal of Theoretical and Applied Finance (IJTAF)
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International Series in Operations Research & Management Science
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International Series in Operations Research and Management Science
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International series in operations research & management science
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Journal of Economic Dynamics and Control
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AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES
BUESCU, CRISTIN
;
TAKSAR, MICHAEL
;
KONÉ, FATOUMATA J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155221
Saved in:
2
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
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