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A primer on range-based volatility estimators

Welcome to the first edition of MARS, our Multi-Asset Research Series that brings quantitative investment research back to Earth. The series focuses on complex research topics in the realm of multi asset and begins by exploring volatility measures that use high-frequency data.

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Lombard Odier Investment Managers

A primer on range-based volatility estimators

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Lombard Odier Investment Managers

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