Work

A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices

Year: 2014

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2013.11.045

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: W1995603462

FWCI: 4.271

Cites: 23

Cited by: 24

Related to: 10