2018•SSRN Electronic JournalOpen access

Realized Volatility or Price Range: Evidence from a Discrete Simulation of the Continuous Time Diffusion Process

Stavros Degiannakis, Alexandra Livada

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Key concepts: Econometrics, Volatility (finance), Diffusion process, Economics, Diffusion, Range (aeronautics), Stochastic volatility, Statistical physics

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Realized Volatility or Price Range: Evidence from a Discrete Simulation of the Continuous Time Diffusion Process — Research Paper | ScholarLens