Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Šoštarić, Antonio"'
Publikováno v:
Economic Thought & Practice / Ekonomska Misao i Praksa; 2023, Vol. 32 Issue 2, p333-359, 27p
In this paper we compare volatility estimates using a combination of open, high, low and close (OHLC) price information against realized volatility estimates using intraday data. The latter estimates can be considered unbiased in the absence of micro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::675937d6110d49f3f74f74cc49341ef9
https://www.bib.irb.hr/836614
https://www.bib.irb.hr/836614
