Work

Detecting sudden changes in volatility estimated from high, low and closing prices

Year: 2013

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2012.12.021

Authors: Dilip Kumar, S. Maheswaran

Institution: IFMR Graduate School of Business

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1984716677

FWCI: 5.831

Cites: 18

Cited by: 24

Related to: 10