Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators
classification
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q-fin.RM
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estimatorsbridgecomparativegarman-klassparkinsonroger-satchellconsidereddiscussed
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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
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