Estimating Variance From High, Low and Closing Prices
Autor: | Rogers, L. C. G., Satchell, S. E. |
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Zdroj: | The Annals of Applied Probability, 1991 Nov 01. 1(4), 504-512. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Rogers, L. C. G., Satchell, S. E. |
---|---|
Zdroj: | The Annals of Applied Probability, 1991 Nov 01. 1(4), 504-512. |
Databáze: | JSTOR Journals |
Externí odkaz: |