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"Yang & Zhang's realized volatility: Automated estimation in Python."

Hugo Gobato Souto, Amir Moradi (2024)

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DOI: 10.1016/J.SIMPA.2024.100613

access: open

type: Journal Article

metadata version: 2024-05-31

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  - https://dblp.org/rec/journals/simpa/SoutoM24
Hugo Gobato Souto, Amir Moradi:
Yang & Zhang's realized volatility: Automated estimation in Python. Softw. Impacts 19: 100613 (2024)

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