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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Quantitative finance"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Yeh, Jin-huei"
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Bi-power variation
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Yeh, Jin-huei
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A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
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