A noise-robust estimator of volatility based on interquantile ranges

Journal

Review of Quantitative Finance and Accounting

Journal Issue

43

Pages

751-779

Date Issued

2014

Author(s)

Yeh, J.-H.

J.-N. Wang,

CHUNG-MING KUAN

DOI

10.1007/s11156-013-0391-7

URI

http://scholars.lib.ntu.edu.tw/handle/123456789/389246

Type

journal article