Measuring historical volatility.

By Louis H. Ederington, Wei Guan. 2006

52 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/7d8c6322ee293186e0a41a0c40bf7d06035fc886

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Mark Peterson
2. Gordon J. Alexander
3. K. Lim
4. Wing-Keung Wong

Citations in the corpus

• The effect of price tests on trader behavior and market quality: An analysis of Reg SHO ☆ (2008, background): “Ederington and Guan (2006) propose using average absolute return deviation as a measure of historical volatility.”