The Garman-Klass volatility estimator revisited (Q2921626)
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scientific article; zbMATH DE number 6354786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Garman-Klass volatility estimator revisited |
scientific article; zbMATH DE number 6354786 |
Statements
13 October 2014
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Garman-Klass
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Brownian motion
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volatility
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estimation
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The Garman-Klass volatility estimator revisited (English)
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