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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
| Content Provider | Scilit |
|---|---|
| Author | Cristin, Buescu, Michael, Taksar, Koné, Fatoumata J. |
| Copyright Year | 2013 |
| ISSN | 02190249 |
| e-ISSN | 17936322 |
| DOI | 10.1142/s021902491350026x |
| Journal | International Journal of Theoretical and Applied Finance |
| Issue Number | 5 |
| Volume Number | 16 |
| Language | English |
| Publisher | World Scientific Pub Co Pte Ltd |
| Publisher Date | 2013-07-25 |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
| Subject | Finance Economics, Econometrics and Finance |