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

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<dc:creator>Modisett, Matthew C.</dc:creator>
<dc:creator>Maboudou-Tchao, Edgar M.</dc:creator>
<dc:date>2010-04-01</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/119981.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Significantly lower estimates of volatility arise from the use of open-high-low-close price data</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/04/2010 Tomo 14 Número 1  - 2010 </dc:relation>
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