Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices

Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices

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Bibliographic Details
Main Author: Dilip Kumar
Format: Article
Language:English
Published: Elsevier 2016-03-01
Series:IIMB Management Review
Online Access:http://www.sciencedirect.com/science/article/pii/S0970389616000136
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