Pages that link to "Item:Q2426612"
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The following pages link to Estimating correlation from high, low, opening and closing prices (Q2426612):
Displaying 8 items.
- Estimating variance from high, low and closing prices (Q1182679) (← links)
- A Hausman test for Brownian motion (Q2461269) (← links)
- Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing (Q2655744) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- Correlation estimation using components of Japanese candlesticks (Q4554230) (← links)
- The correlation of the maxima of correlated Brownian motions (Q5754697) (← links)
- Approximate Bayesian computation via classification (Q6582883) (← links)