Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2016-03-01
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| Series: | IIMB Management Review |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S0970389616000136 |