๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimating the volatility of stock prices: a comparison of methods that use high and low prices

โœ Scribed by Rogers, L. C. G.; Satchell, S. E.; Yoon, Y.

Book ID
120721489
Publisher
Taylor and Francis Group
Year
1994
Tongue
English
Weight
475 KB
Volume
4
Category
Article
ISSN
0960-3107

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๐Ÿ“œ SIMILAR VOLUMES

Estimating stock index futures volatilit
Estimating stock index futures volatility through the prices of their options
โœ Hun Y. Park; R. Stephen Sears ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 714 KB

Prior to the introduction of options on the S & P 500 futures, limits were imposed on the daily changes in 'See Cox, Ingeisoll, and Ross (1981) for discussion about the differences between forward and futures contracts when interest rates are stochastic. ESTIMATING STOCK FUTURES INDEX VOI.ATII.ITY /