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Published 20 hours ago • verified publisher icon hudson-and-thames

Wrong Formula in Docs for Yang Zhang Volatility Estimator

Open sorensenj50 opened this issue 10 months ago • 0 comments

The formula in the documentation for the Yang Zhang estimator is incorrect. My source is Volatility Trading chapter 2. Instead of the correct formula, the formula is the Rogers-Satchell formula copied again.

sorensenj50 avatar Apr 22 '24 02:04 sorensenj50