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2012-02-20
Comparative statistics of Garman-Klass, Parkinson, Roger-Satchell and bridge estimators
Alexander SaichevSvetlana Lapinova
文献摘要
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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