On the robustness of range-based volatility estimators

Journal of Financial Research

Volumn 33, Issue 2, 2010, Pages 179-199

  Akay, Ozgur ^a   Griffiths, Mark D ^b   Winters, Drew B ^a  

^a TEXAS TECH UNIVERSITY   (United States)

^b MIAMI UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77954705573     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.2010.01267.x     Document Type: Article

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