✦ LIBER ✦

Estimating Variance From High, Low and Closing Prices

✍ Scribed by L. C. G. Rogers and S. E. Satchell

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variances of Security Price Returns Base

✍ Stan Beckers 📂 Article 📅 1983 🏛 University of Chicago Press 🌐 English ⚖ 292 KB

Detecting sudden changes in volatility e

✍ Kumar, Dilip; Maheswaran, S. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 208 KB

Using high, low, open, and closing price

✍ Leo Chan; Donald Lien 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 177 KB

Estimating the volatility of stock price

✍ Rogers, L. C. G.; Satchell, S. E.; Yoon, Y. 📂 Article 📅 1994 🏛 Taylor and Francis Group 🌐 English ⚖ 475 KB

A Simple Way to Estimate Bid-Ask Spreads

✍ SHANE A. CORWIN; PAUL SCHULTZ 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 553 KB

Estimating variance components from full

✍ H. Simianer; B. Gjerde 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 495 KB