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

标题
A new look at variance estimation based on low, high and closing prices taking into account the drift
作者
关键词
-
出版物
STATISTICA NEERLANDICA
Volume 67, Issue 4, Pages 456-481
出版商
Wiley
发表日期
2013-08-31
DOI
10.1111/stan.12017

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