A noise-robust estimator of volatility based on interquantile ranges

Yeh, J.-H.J.-H.YehJ.-N. Wang,J.-N. WangCHUNG-MING KUAN2018-09-102018-09-102014http://scholars.lib.ntu.edu.tw/handle/123456789/389246A noise-robust estimator of volatility based on interquantile rangesjournal article10.1007/s11156-013-0391-72-s2.0-84880725532