✦ LIBER ✦

Variances of Security Price Returns Based on High, Low, and Closing Prices

✍ Scribed by Stan Beckers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating Variance From High, Low and C

✍ L. C. G. Rogers and S. E. Satchell 📂 Article 📅 1991 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 844 KB

Drift Independent Volatility Estimation

✍ Yang, Dennis; Zhang, Qiang 📂 Article 📅 2000 🏛 University of Chicago Press 🌐 English ⚖ 144 KB

Using high, low, open, and closing price

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

On the predictability of stock prices: A

✍ Caporin, Massimiliano; Ranaldo, Angelo; Santucci de Magistris, Paolo 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 672 KB

Towards the fundamentals of technical an

✍ Norbert M Fiess; Ronald MacDonald 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 241 KB

On the Frequency, Depth, and Duration of

✍ Richard J. Volpe; Chenguang Li 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 644 KB