Work

Improving the Parkinson Method of Estimating Security Price Volatilities

Year: 1992

Type: article

Source: The Journal of Business

DOI: 10.1086/296570

Author: Naoto Kunitomo

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995760263

FWCI: 1.8

Cites: 6

Cited by: 134

Related to: 10