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Reading the Candlesticks: An OK Estimator for Volatility

The Review of Economics and Statistics 1–45.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution
  • Tommaso Mariotti
  • Fabrizio Lillo
  • Giacomo Toscano
Quantitative Finance (2023) 23 (3): 367.

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  • Online ISSN 1530-9142
  • Print ISSN 0034-6535
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