Modelling volatility using high, low, open and closing prices: evidence from four S&P indices

Christos Floros

    Research output: Contribution to journalArticlepeer-review

    3509 Downloads (Pure)

    Fingerprint

    Dive into the research topics of 'Modelling volatility using high, low, open and closing prices: evidence from four S&P indices'. Together they form a unique fingerprint.

    INIS

    Mathematics

    Economics, Econometrics and Finance