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Volatility estimation with price quanta
Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 277-290
Persistent link: https://www.econbiz.de/10001245919
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Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Rogers, Leonard C. G. - In: Applied financial economics 4 (1994) 3, pp. 241-247
Persistent link: https://www.econbiz.de/10001164929
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Geometric indices : a theory of hedging and econometric analysis with application to the UK stock market
Rogers, Leonard C. G.; Satchell, Stephen; Yoon, Youngjun - 1993
Persistent link: https://www.econbiz.de/10000142732
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An asset return model capturing stylized facts
Rogers, Leonard C. G.; Zhang, Liang - In: Mathematics and financial economics 5 (2011) 2, pp. 101-119
Persistent link: https://www.econbiz.de/10009315539