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The Garman-Klass volatility estimator revisited
Isaac Meilijson
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Corresponding author for this work
School of Mathematical Sciences
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peer-review
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Scopus citations
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Mathematics
Unbiased Estimator
100%
Variance
75%
Brownian Motion
50%
Upper Bound
25%
Random Walk
25%
Quadratic Function
25%
Unit Time
25%
Statistics
25%
Data Type
25%
Data Compression
25%
Time Window
25%
Sufficient Statistic
25%
Maximum Likelihood Estimator
25%
Exponential Type
25%
Heavy Tail
25%
Keyphrases
Unbiased Estimator
100%
Volatility Estimators
100%
Random Walk
25%
Quadratic Function
25%
Data Compression
25%
Maximum Likelihood Estimator
25%
Sufficient Statistics
25%
Range-based
25%
Brownian Motion
25%
Heavy Tails
25%
Exponential Type
25%
Zero Drift
25%
Drifted Brownian Motion
25%