Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Year of publication: |
1994
|
---|---|
Authors: | Rogers, Leonard C. G. |
Other Persons: | Satchell, Stephen (contributor) ; Yoon, Youngjun (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 4.1994, 3, p. 241-247
|
Subject: | Börsenkurs | Share price | Schätztheorie | Estimation theory | Theorie | Theory |
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