AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES (Q2853373): Difference between revisions
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| Property / arXiv ID: 1112.4534 / rank | |||
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| Property / OpenAlex ID: W2009136082 / rank | |||
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Latest revision as of 11:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES |
scientific article |
Statements
AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES (English)
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21 October 2013
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range-based volatility estimation
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method of moments
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daily high, low, opening and closing process
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range of arithmetic Brownian motion
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algorithmic trading
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