Measuring Volatility with the Realized Range
Copyright policy )Measuring Volatility with the Realized Range
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- Erasmus University Rotterdam Netherlands
Applications of statistics to actuarial sciences and financial mathematics, high-low range, bias-correction, high-frequency data, realized volatility, EUR ESE 31, market microstructure noise, Applications of statistics to economics, bias-correction, high-frequency data, high-low range, market microstructure noise, realized volatility, jel: jel:C53, jel: jel:C14, jel: jel:C15
Applications of statistics to actuarial sciences and financial mathematics, high-low range, bias-correction, high-frequency data, realized volatility, EUR ESE 31, market microstructure noise, Applications of statistics to economics, bias-correction, high-frequency data, high-low range, market microstructure noise, realized volatility, jel: jel:C53, jel: jel:C14, jel: jel:C15
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