AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED...

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.
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Volume:
16
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902491350026X
Date:
August, 2013
File:
PDF, 580 KB
english, 2013
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