Can I read Estimating Realized Volatility Methods on EtoBox?
Estimating Realized Volatility Methods by Shri Krishna Bhati is a document available to read on EtoBox.
What is Estimating Realized Volatility Methods about?
The document discusses six methods for estimating realized volatility from financial market data: 1) Standard close-to-close volatility, which uses daily closing prices. 2) Parkinson volatility, which uses daily high and low prices. 3) Garman-Klass volatility, which uses daily open, high, low, and close prices. 4) Rogers-Satchell volatility, which also uses daily OHLC prices and accounts for drift. 5) Yang-Zhang volatility, which is a minimum-variance estimator combining close-to-close and Rogers-S
- Author
- Shri Krishna Bhati
- Language
- EN