Duration Volatility Estimation
The paper introduces a new method for estimating volatility using intraday price durations, which is more accurate than previous methods.
Featured in No. 52 on 5 Jun 2024 · 5 days after release
- Released
- 31 May 2024
- First featured
- No. 52 · 5 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4850075
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