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三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell)

于 2022-06-03 发布 文件大小:1.08 kB
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三种常见波动率计算的matlab程序(parkinson,Garman-Klass,Rogers-Satchell),并给出了对漂移项是否为0的估计,parkinson函数第三项表示对漂移项是否为0的检验,余额接近1表示越符合随机游走的特征

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