Improving the Parkinson Method of Estimating Security Price Volatilities

Authors
Naoto Kunitomo
Citation
Naoto Kunitomo, Improving the Parkinson Method of Estimating Security Price Volatilities, The Journal of business, 65(02), 1992, pp. 295
Journal title
The Journal of business → ACNP
ISSN journal
00219398
Volume
65
Issue
02
Year of publication
1992
Database
ICR
SICI code
0021-9398(1992)65:02<295:ITPMOE>2.0.ZU;2-H