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Isaac Meilijson

1 paper here

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • stat.AP1
ORCID 0000-0001-7825-9053

identity via Semantic Scholar / OpenAlex

most citedThe Garman-Klass volatility estimator revisited

13 citations · 13 across the 1 of their papers we have counts for

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1 paper · 1 filter

stat.AP2008★ 13 cited

The Garman-Klass volatility estimator revisited

Isaac Meilijson

The Garman-Klass unbiased estimator of the variance per unit time of a zero-drift Brownian Motion B, based on the usual financial data that reports for time windows of equal length…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.