activity
20052011
most citedInterplay between dividend rate and business constraints for a financial corporation

11 citations · 11 across the 6 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2011

An application of the method of moments to volatility estimation using daily high, low, opening and closing prices

Cristin Buescu, Michael Taksar, Fatoumata J. Koné

We use the expectation of the range of an arithmetic Brownian motion and the method of moments on the daily high, low, opening and closing prices to estimate the volatility of the…