Showing 1 - 10 of 55
Persistent link: https://www.econbiz.de/10000891757
Persistent link: https://www.econbiz.de/10000896214
Persistent link: https://www.econbiz.de/10000627888
Persistent link: https://www.econbiz.de/10000136709
Persistent link: https://www.econbiz.de/10003849565
Persistent link: https://www.econbiz.de/10003473565
We present a theory of homogeneous volatility bridge estimators for log-price stochastic processes. The main tool of our theory is the parsimonious encoding of the information contained in the open, high and low prices of incomplete bridge, corresponding to given log-price stochastic process,...
Persistent link: https://www.econbiz.de/10003971317
Persistent link: https://www.econbiz.de/10003492294
Persistent link: https://www.econbiz.de/10008659419
Persistent link: https://www.econbiz.de/10009559410