Reading the candlesticks: An OK estimator for volatility
Academic research on nonparametric “spot” volatility inference often relies on high-quality transaction data that are not available to an average investor. Most investors, however, have free access to intraday candlestick charts through their online trading applications. Based on such data, we propo...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2565 https://ink.library.smu.edu.sg/context/soe_research/article/3564/viewcontent/Reading_the_Candlesticks.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |