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~isPartOf:"International journal of theoretical and applied finance"
~person:"Baldeaux, jan"
~person:"Koné, Fatoumata J."
~subject:"Statistical theory"
~subject:"Volatilität"
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Volatilität
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Baldeaux, jan
Koné, Fatoumata J.
Gatheral, Jim
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International journal of theoretical and applied finance
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An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
2
Exact simulation of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
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