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Realized volatility or
price
range
: evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
Saved in:
2
Realized volatility or
price
range
: Evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic Modelling
30
(
2013
)
C
,
pp. 212-216
The study provides evidence in favor of the
price
range
as a proxy estimator of volatility in financial time series, in …
Persistent link: https://www.econbiz.de/10010608267
Saved in:
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