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Significantly lower estimates of volatility arise from the use of open-high-low-close price data

MARC record
Tag12Value
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005  20101122111849.0
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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100  ‎$0‎MAPA20100023228‎$a‎Modisett, Matthew C.
24500‎$a‎Significantly lower estimates of volatility arise from the use of open-high-low-close price data‎$c‎Matthew C. Modisett and Edgar M. Maboudou-Tchao
7001 ‎$0‎MAPA20100023211‎$a‎Maboudou-Tchao, Edgar M.
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎01/04/2010 Tomo 14 Número 1 - 2010
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A