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~isPartOf:"International journal of theoretical and applied finance"
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Börsenkurs
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Estimation theory
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Method of moments
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Range-based volatility estimation
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
14
Insurance: Mathematics and Economics
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Finance and stochastics
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and Stochastics
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Journal of mathematical economics
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Mathematical Finance
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Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen
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International Journal of Theoretical and Applied Finance (IJTAF)
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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
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
;
KONÉ, FATOUMATA J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155221
Saved in:
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