Information loss in volatility measurement with flat price trading
Crossref DOI link: https://doi.org/10.1007/s00181-022-02353-y
Published Online: 2023-01-11
Published Print: 2023-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Phillips, Peter C. B. http://orcid.org/0000-0003-2341-0451
Yu, Jun
Text and Data Mining valid from 2023-01-11
Version of Record valid from 2023-01-11
Article History
Received: 23 January 2022
Accepted: 16 December 2022
First Online: 11 January 2023