A new look at variance estimation based on low, high and closing prices taking into account the drift

Published 2013 View Full Article

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Title
A new look at variance estimation based on low, high and closing prices taking into account the drift
Authors
Keywords
-
Journal
STATISTICA NEERLANDICA
Volume 67, Issue 4, Pages 456-481
Publisher
Wiley
Online
2013-08-31
DOI
10.1111/stan.12017
References
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