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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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