The authors thank Turan Bali (our referee) from Baruch College, CUNY, and Tom Lindley from the University of Southern Mississippi for their helpful comments. Mark Griffiths is currently visiting at New York University.
ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS
Version of Record online: 14 JUN 2010
© 2010 The Southern Finance Association and the Southwestern Finance Association
Journal of Financial Research
Volume 33, Issue 2, pages 179–199, Summer 2010
How to Cite
Akay, O., Griffiths, M. D. and Winters, D. B. (2010), ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS. Journal of Financial Research, 33: 179–199. doi: 10.1111/j.1475-6803.2010.01267.x
- Issue online: 14 JUN 2010
- Version of Record online: 14 JUN 2010
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