Measuring volatility with the realized range (Q277164)
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scientific article; zbMATH DE number 6577509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring volatility with the realized range |
scientific article; zbMATH DE number 6577509 |
Statements
Measuring volatility with the realized range (English)
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4 May 2016
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realized volatility
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high-low range
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high-frequency data
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market microstructure noise
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bias-correction
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