Timeline for How to calculate historical intraday volatility?
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 3, 2020 at 13:20 | comment | added | ABK | Dear @Christoph Glur , the link you are referring to is not active any more. From what I googled, it is "Modelling and measuring volatility" by Barndorff-Nielsen and Neil Shephard. Is this correct? | |
| Feb 1, 2012 at 15:34 | history | answered | Christoph Glur | CC BY-SA 3.0 |