An automatic bias correction procedure for volatility estimation using extreme values of asset prices

✍ Scribed by Maheswaran, S.; Kumar, Dilip

• Book ID: 122662779
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 298 KB
• Volume: 33
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2013.05.019