Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators

Alexander Saichev and Svetlana Lapinova

Papers from arXiv.org

Abstract: Comparative statistical properties of Parkinson, Garman-Klass, Roger-Satchell and bridge oscillation estimators are discussed. Point and interval estimations, related with mentioned estimators are considered

Date: 2012-02
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1202.4311

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