Volatility estimators and the inverse range process in a random volatility random walk and Wiener processes
Year of publication: |
2008
|
---|---|
Authors: | Vallois, Pierre ; Tapiero, Charles S. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 11, p. 2565-2574
|
Publisher: |
Elsevier |
Subject: | Volatility | Range process | Risk |
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