Measuring volatility with the realized range (Q277164)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring volatility with the realized range |
scientific article |
Statements
Measuring volatility with the realized range (English)
0 references
4 May 2016
0 references
realized volatility
0 references
high-low range
0 references
high-frequency data
0 references
market microstructure noise
0 references
bias-correction
0 references
