Estimating correlation from high, low, opening and closing prices Ee:230
| Year of publication: |
2008
|
|---|---|
| Authors: | Rogers, L.C.G. ; Zhou, Fanyin |
| Published in: |
Operations research, Management science : OR MS ; the international literature digest. - Davenport, Iowa : Executive Sciences Institute, ISSN 0030-3658, ZDB-ID 207381x. - Vol. 48.2008, 4-5, p. 477-478
|